/raid1/www/Hosts/bankrupt/TCREUR_Public/150113.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, January 13, 2015, Vol. 15, No. 8
Headlines
F R A N C E
COTE D'IVOIRE: Fitch Affirms 'B' IDR; Outlook Positive
G E R M A N Y
HT1 FUNDING: Fitch Affirms 'BB-' Rating on Tier 1 Securities
I T A L Y
UNICREDIT BANK: Fitch Affirms 'BB+' Rating on Hybrid Notes
ZUCCHERIFICIO: Assets Bid Deadline Set for January 30
L U X E M B O U R G
MILLICOM INT'L: Fitch Affirms 'BB+' Issuer Default Rating
N E T H E R L A N D S
E-MAC 2005-I: Fitch Affirms 'CCsf' Rating on Class E Notes
GREEN PARK: Moody's Raises Rating on Class E Notes to Ba3
HARBOURMASTER CLO 3: Fitch Affirms 'B' Rating on Class S3 Notes
HARBOURMASTER CLO 6: Fitch Affirms CCC Ratings on 3 Note Classes
MINING ASICS: Declared Bankrupt; Curator Reviews Books
P O L A N D
KOMPANIA WEGLOWA: Undergoes Restructuring to Avert Insolvency
* POLAND: Corporate Bankruptcies Down 11% to 822 in 2014
S E R B I A
SERBIA: Fitch Affirms 'B+' LT Issuer Default Ratings
S L O V E N I A
NOVA KREDITNA: Liquidation of Two Leasing Units to Commence
S P A I N
AYT GENOVA X: Fitch Affirms 'Bsf' Rating on Class D Notes
BANCAJA 11 FTA: S&P Lowers Rating on Class B Notes to CCC
DOLCE SITGES: Oaktree Capital Takes Control
U N I T E D K I N G D O M
MANSION STUDENT: Property Manager Seeks to Liquidate Fund
TESCO PROPERTY: Moody's Lowers Rating on Bond Notes to 'Ba1'
WINDERMERE VIII: Fitch Cuts Ratings on 2 Note Classes to 'Dsf'
X X X X X X X X
* EMEA Faces Deflation & Geopolitical Risks, Fitch Says
* Large Companies with Insolvent Balance Sheets
*********
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F R A N C E
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COTE D'IVOIRE: Fitch Affirms 'B' IDR; Outlook Positive
------------------------------------------------------
Fitch Ratings has affirmed Cote d'Ivoire's Long-term foreign and
local currency Issuer Default Ratings (IDR) at 'B'. The Outlooks
are Positive. The issue ratings on Cote d'Ivoire's senior
unsecured foreign and local currency bonds have also been
affirmed at 'B'. Fitch has also affirmed the Country Ceiling of
Cote d'Ivoire and the Union Economique et Monetaire Ouest
Africaine (UEMOA) at 'BBB-'. The Short-term foreign currency IDR
has been affirmed at 'B'.
KEY RATING DRIVERS
Cote d'Ivoire's 'B' IDRs and Positive Outlook are supported by
the recent track record of high GDP growth in a context of
political normalization and structural reforms. Significant debt
relief in 2012 has markedly improved the sovereign's debt profile
and the budget deficit has been kept under control since then.
The ratings are constrained by a history of political instability
and defaults on government debt service. Structural indicators
(e.g. GDP per capita, governance), are weaker than peers,
reflecting the impact of years of conflict.
Cote d'Ivoire's 'B' IDRs and Positive Outlook also reflect these
key rating drivers:
GDP growth has remained strong, at an estimated 8.5% in 2014
after 9.2% in 2013, supported by continuing political and macro
stability, high investment and reforms. Fitch expects this trend
to continue with growth at 8.5% in 2015 before moderating
slightly to 7.5% by 2017 as the initial boost from post-crisis
investment gradually fades. The private sector will benefit from
upgraded infrastructure, a significant improvement in the
business environment and regional integration. The key risk to
the outlook is deterioration in the political environment.
Fitch's baseline scenario is for current President Ouattara to be
re-elected in the October 2015 presidential election as he will
be credited with a strong economic recovery and a return to
political stability. However, given the recent political history
and despite the marked improvement since 2011, there are risks of
deterioration in the security situation. A potential lack of
participation by the FPI, the main opposition party, in the
political process or a split of the ruling coalition could
contribute to tensions.
Fitch expects a widening of the budget deficit in 2015, at 3.4%
of GDP, from 2.3% in 2014, mostly reflecting higher capital
expenditure (to 7.4% of GDP in 2015 from 6.2% in 2014) as the
authorities continue with the National Development Plan, and some
increase in current expenditure in the context of the election
year.
After reaching 43% of GDP in 2014, Fitch expects central
government debt to start declining in 2015, driven by a moderate
primary deficit (1.1% of GDP in 2014, 1.9% in 2015 and 2016) and
high GDP growth. Part of the external debt (7% of GDP) is owed
to France under the Contrat de Desendettement et Developpement
(C2D) mechanism. The proceeds of the debt repayments will be
transferred back to Cote d'Ivoire in the form of grants to
finance investment projects. Excluding C2D, government debt was
36% of GDP at end-2014.
Cote d'Ivoire is an oil producer (25,000 barrels per day in 2013,
an estimated 19,000 in 2014) but overall is a small net oil
importer. The impact of the slide in the oil price on the
current account will therefore be slightly positive (even though
oil accounted for 20% of current account receipts in 2014). The
impact of the lower oil price on the budget should be marginally
negative. Direct tax on oil and gas (excluding tax on
consumption) accounted for 6% of budget receipts in 2014,
equivalent to 1.1% of GDP. Fitch expects tax on oil and gas to
reduce to 0.6% of GDP in 2015.
Franc zone membership has ensured a supportive macro environment,
including a stable currency and low inflation (1.0% in November
2014 from 0.6% in October). The arrangement is backed by high
foreign reserves pooled at the regional central bank (the BCEAO)
and the French guarantee on currency convertibility. It rules
out the risk of a balance of payments crisis.
RATING SENSITIVITIES
The main factors that could lead to an upgrade are:
-- Smooth 2015 presidential election and continued political
stability thereafter.
-- Continued high GDP growth trajectory against a backdrop of
macro stability.
-- Improvement in public finance management that leads to
stronger tax receipts, falling current spending as a
percentage of revenues and stronger solvency indicators.
-- Continued structural reform and prudent macroeconomic
policy including moderate budget deficit.
The current 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
negative rating action:
-- Deterioration in the political and security environment,
notably surrounding the 2015 presidential election.
-- Marked deterioration in the twin deficits.
KEY ASSUMPTIONS
Fitch assumes that Cote d'Ivoire will continue structural reforms
supported by its close collaboration with the international
community, including the International Monetary Fund.
Fitch assumes the gradual increase in global GDP growth (to 3.1%
in 2016 from 2.6% in 2014) will support demand for commodities
produced by Cote d'Ivoire (including cocoa, oil, rubber, gold and
coffee).
Fitch assumes the monetary arrangement with France will keep
supporting macroeconomic stability and the fixed parity of the
CFA franc against the euro will remain unchanged.
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G E R M A N Y
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HT1 FUNDING: Fitch Affirms 'BB-' Rating on Tier 1 Securities
------------------------------------------------------------
Fitch Ratings has affirmed Commerzbank AG's (CBK) Long-term
Issuer Default Rating (IDR) at 'A+' with Negative Outlook and its
Viability Rating at 'bbb'.
At the same time, Fitch has affirmed both Hypothekenbank
Frankfurt AG's (HF) and Erste Europaische Pfandbrief- und
Kommunalkreditbank Aktiengesellschaft in Luxemburg SA's (new
EEPK) Long-term IDRs at 'A-' with Negative Outlooks and withdrawn
its ratings on these banks for commercial reasons and because
they are becoming less meaningful for the agency's coverage.
KEY RATING DRIVERS -- IDRs, SUPPORT RATINGS, SUPPORT RATING
FLOORS AND SENIOR DEBT
CBK's Long- and Short-term IDR, Support Rating (SR), and senior
debt ratings reflect Fitch's view that its status as a large
universal bank in Germany results in an extremely high
probability of state support, as indicated by a Support Rating
Floor (SRF) of 'A+'. Following the dilution of its stake with
the capital increase in 2013, the German government retains 17%
ownership in CBK through the Financial Market Stabilisation Fund
(SoFFin).
The Negative Outlook on CBK's Long-term IDR reflects Fitch's view
that legislative, regulatory and policy initiatives are reaching
a point where a resolution of CBK can be achieved without
excessively disrupting financial markets. The EU's Bank Recovery
and Resolution Directive (BRRD) has been implemented into German
legislation (BRRD-Umsetzungsgesetz) and the Single Resolution
Mechanism (SRM) for eurozone banks starts on 1 January 2016.
These will dilute the influence Germany has in deciding how
German banks are resolved, which in Fitch's view, increases the
likelihood of senior debt losses if a bank becomes non-viable.
RATING SENSITIVITIES -- IDRs, SUPPORT RATINGS, SUPPORT RATING
FLOORS AND SENIOR DEBT
As CBK's Long-term IDR is at its SRF and Fitch does not expect
sufficient upward momentum in its VR in the foreseeable future,
the sensitivities of its IDRs are predominantly the same as those
for the SRF. The SR and SRF are sensitive to progress made in
implementing the BRRD and SRM. The BRRD-Umsetzungsgesetz
requires 'bail in' of creditors in banks under resolution from
Jan. 1, 2015, before an insolvent bank can be recapitalized with
state funds. The SRM will be in place in a year's time. This
should all mean that CBK will be 'resolvable' without
jeopardizing the wider financial system. Once resolution tools
and mechanisms have been put in place they will become an
overriding factor in Fitch's support-driven ratings. The
likelihood of the bank's senior creditors receiving full support
from the sovereign, despite CBK's systemic importance, will
diminish substantially.
Fitch expects to downgrade CBK's Support Rating to '5' and revise
its SRF to 'No Floor' during 1H15. A revision of the SRF to 'No
Floor' would mean that CBK's Long-term IDR would likely be
downgraded to the level of its VR. Given CBK's VR is 'bbb', this
would likely translate into a four-notch downgrade of the bank's
Long-term IDR and senior debt ratings and the Short-term IDR
would be most likely downgraded to 'F2'. After a revision of the
SRF, the Long-term IDR and the Outlook would be primarily
sensitive to the same factors as its VR.
KEY RATING DRIVERS AND SENSITIVITIES -- VR
Fitch views CBK's profitability and asset quality as important
rating drivers. CBK's VR reflects the bank's progress with its
extensive restructuring plans, especially the large reduction of
non-performing non-core assets in the past 12 months, its
improving profitability in the Private Customer business, albeit
from very low levels, and improving capitalization.
CBK's non-core assets (NCA) still pose downside risks, but these
are now mainly reduced to shipping loans whereas the downside
risk from commercial real estate has become materially smaller.
However, CBK is exposed to tail risk from troubled European
sovereigns and markets, Russian exposure and conduct risks.
In Fitch's view, CBK should be able to protect its franchise,
especially in the Mittelstandsbank, in a competitive domestic
market. Fitch believes that the operating profit of the Private
Customers segment should continue to improve in 2015, reflecting
CBK's growth in mortgage lending, stable expenses and a benign
environment for lending in Germany which will keep loan
impairment charges low. CBK's performance has been helped by the
favorable German economy and notably the low number of corporate
and individual insolvencies in Germany. Fitch believes that
progress made in the Private Customer segment is partly due to
the growth of CBK's mortgage portfolio and it understands that
this growth is achieved without compromising underwriting
standards or otherwise taking undue risks.
Fitch expects CBK's capitalization to improve further, albeit in
small increments, and its funding franchise to remain stable.
These are moderately important rating drivers at this stage as
CBK has made considerable progress in both areas over the past
few years compared with its lagging performance in restoring
profitability.
Fitch sees a potential upgrade of the VR during the next 12 to 18
months driven by a positive trend in profitability and capital.
However, this does not translate into a higher rating at this
stage because of uncertainty around what extent CBK can continue
on this path in a deteriorating operating environment, especially
in the eurozone and in light of a slowdown in Germany and
political risks in Russia.
Upside potential of CBK's VR depends on further deleveraging of
its NCA, specifically of its exposure in southern Europe and
shipping loans, or a broader and structural recovery of the
southern European countries. Both is unlikely to happen in the
next six months, but over 12-18 months downside risks could
become more marginal and support the positive momentum of CBK's
expected progress with its profitability and capitalization.
Downside VR sensitivity stems mainly from CBK's shipping
portfolio, for which 2015 will be another difficult year,
especially when the so far incremental continuous deterioration
in specific ship classes is replaced by the reduction of the
economic life of large parts of the portfolio, driven by their
technical obsolescence. At the same time, Fitch believes that
CBK is able to absorb a potential cyclical deterioration of the
asset quality in its core businesses.
KEY RATING DRIVERS AND SENSITIVITIES -- SUBSIDIARIES
HF's support-driven ratings are at their SRF and reflect Fitch's
view of the high likelihood of support from the Federal Republic
of Germany (AAA/Stable), particularly in view of HFs large size
and outstanding issuance in the Pfandbrief market. Fitch expects
that state support, if needed, would be forthcoming via CBK.
Fitch's view of the likelihood of state support reflects HF's
interconnectivity with its ultimate parent's creditworthiness and
its large volume of issued German Pfandbriefe.
HF's balance sheet is being run down to a much more manageable
size for CBK. HF has a declaration of backing
(Patronatserklaerung) from CBK and a domination and profit and
loss transfer agreement is in place with its direct owner,
Commerzbank Inlandsbanken Holding GmbH, a wholly-owned subsidiary
of CBK.
New EEPK's ratings are based on our view that CBK's propensity to
support this subsidiary is very strong due to a declaration of
backing for new EEPK (Patronatserklaerung) and Fitch's opinion
that failure to provide support would be highly damaging from a
reputational perspective.
Because Fitch is withdrawing both banks' ratings, there is no
Outlook or sensitivities for either banks' ratings.
Commerzbank U.S. Finance Inc is a wholly owned subsidiary of CBK.
The Short-term rating of its Commercial Paper Programme is
equalized with CBK's IDR and reflects the likelihood of systemic
support. The Short-term rating of the commercial paper program
is sensitive to the same sovereign support factors that are
likely to result in a downgrade of CBK's IDR.
KEY RATING DRIVERS AND RATING SENSITIVITIES -- SUBORDINATED DEBT
AND OTHER HYBRID SECURITIES
Fitch has affirmed CBK's and HF's Tier 1 and Tier 2 securities.
Subordinated debt and other hybrid capital issued by CBK are all
notched down from CBK's VR in accordance with Fitch's assessment
of each instrument's respective non-performance and relative loss
severity risk profiles, which vary considerably. Fitch also
takes CBK's 'bbb' VR as the initial anchor for HF's junior debt
ratings, given the Patronatserklaerung and profit and loss
transfer agreement.
Dresdner Funding Trust IV's (Dresdner IV) subordinated notes are
rated one notch below CBK's VR to reflect minimal incremental
non-performance risk characteristics relative to CBK's VR (zero
notches) plus one notch for loss severity.
CBK's legacy Tier 1 securities, including HT1 Funding Capital,
which have a distributable profit trigger, are rated four notches
below CBK's VRs, two notches each for high loss severity and high
non-performance risks.
Dresdner Funding Trust I's Tier 1 securities, which have a
regulatory capital ratio trigger, are rated three notches below
CBK's VR, two notches for loss severity and one notch for
performance risk. Dresdner Funding Trust I has always paid its
coupon whereas Tier 1 instruments with a distributable profit
trigger have not, which is reflected in a one-notch difference.
UT2 Funding plc securities are legacy upper Tier 2 instruments
and Fitch applies lower notching for loss severity (one notch) to
these than to the bank's legacy Tier 1 securities (two notches).
However, they have higher non-performance risk (three notches)
compared with Tier 1 debt (two notches) because coupon payments
are dependent on profits in the profit and loss account.
Other subordinated debt securities issued by CBK are rated one
notch below CBK's VR in order to reflect higher loss severity
than senior unsecured debt instruments.
CBK's 'bbb' VR is the initial anchor for HF's subordinated debt.
However, Fitch rates these three notches below CBK's own
subordinated debt to reflect the potential that, given its still
large size relative to its parent, resolving a viability problem
arising at HF could require write-down of subordinated debt, for
example if state support was needed. Given that in 2012 CBK
decided to wind down HF, the bank is no longer a viable entity.
EUROHYPO Capital Funding Trust II trust preferred securities'
rating reflects their "must-pay" terms as long as the profit and
loss transfer agreement exists. Their subordination and the
ultimate source of coupon payments is CBK warrant a rating below
CBK's Tier I instruments, in Fitch's view.
The ratings actions are:
Commerzbank AG
Long-term IDR: affirmed at 'A+'; Outlook Negative
Short-term IDR: affirmed at 'F1+'
Viability Rating: affirmed at 'bbb'
Support Rating: affirmed at '1'
Support Rating Floor: affirmed at 'A+'
Commercial paper and Certificates of Deposits: affirmed at 'F1+'
Senior unsecured debt: affirmed at 'A+'
Market-linked securities: affirmed at 'A+emr'
Subordinated debt (Lower Tier 2): affirmed at 'BBB-'
Subordinated debt (Dresdner Funding Trust IV (XS0126779791):
affirmed at 'BBB-'
Commerzbank U.S. Finance, Inc.'s Short-term rating: affirmed
at 'F1+'
Hybrid capital instruments issued by Commerzbank:
Dresdner Funding Trust I's dated silent participation
certificates (XS0097772965): affirmed at 'BB'
UT2 Funding plc upper Tier 2 securities (DE000A0GVS76): affirmed
at 'BB-'
HT1 Funding GmbH Tier 1 Securities (DE000A0KAAA7): affirmed at
'BB-'
HF:
Long-term IDR: affirmed at 'A-'; Outlook Negative and withdrawn
Short-term IDR: affirmed at 'F1' and withdrawn
Support Rating: affirmed at '1' and withdrawn
Support Rating Floor: affirmed at 'A-' and withdrawn
Senior debt, including program ratings: affirmed at 'A-'/'F1'
and withdrawn
Subordinated debt: affirmed at 'BB-' and withdrawn
New EEPK:
Long-term IDR: affirmed at 'A-'; Outlook Negative and withdrawn
Short-term IDR: affirmed at 'F1' and withdrawn
Support Rating: affirmed at '1' and withdrawn
EUROHYPO Capital Funding Trust II preferred stock
(DE000A0DZJZ7): affirmed at 'BB-' and withdrawn
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I T A L Y
=========
UNICREDIT BANK: Fitch Affirms 'BB+' Rating on Hybrid Notes
----------------------------------------------------------
Fitch Ratings has affirmed Unicredit Bank AG's (HVB) Long-term
Issuer Default Rating (IDR) at 'A+' and Viability Rating (VR) at
'a-'. The Outlook on the Long-term IDR is Negative.
KEY RATING DRIVERS - IDRs, SUPPORT RATING, SUPPORT RATING FLOOR
AND SENIOR DEBT
HVB's Long- and Short-term IDRs, Support Rating (SR), and senior
debt ratings reflect Fitch's view that its status as a large
universal bank in Germany underpins an extremely high probability
of state support, as indicated by a Support Rating Floor (SRF) of
'A+'. HVB is fully owned by Unicredit S.p.A. (UC:
BBB+/Negative/F2), which is rated three notches below HVB. Given
its ownership structure, Fitch believes HVB would first look to
UC for support, if needed. Nonetheless, Fitch expects that the
German government would ultimately support HVB if UC's resources
are insufficient.
However, political momentum is gaining pace to resolve even
complex banking groups without significantly disrupting the
financial markets and without requiring state support. The
Negative Outlook on HVB's Long-term IDR reflects Fitch's view
that legislative, regulatory and policy initiatives are reaching
a point where a resolution of HVB or UC can be achieved without
disrupting financial markets. The EU's Bank Recovery and
Resolution Directive (BRRD) has been implemented into German
legislation (BRRD-Umsetzungsgesetz) and the Single Resolution
Mechanism (SRM) for eurozone banks starts on Jan. 1, 2016. The
BRRD and SRM will dilute the influence Germany has in deciding
how German banks are resolved. In Fitch's view, they increase
the likelihood of senior debt losses if a bank becomes non-
viable.
RATING SENSITIVITIES - IDRs, SUPPORT RATINGS, SUPPORT RATING
FLOOR AND SENIOR DEBT
As HVB's Long-term IDR is at its SRF and Fitch does not expect
sufficient upward momentum in its VR in the foreseeable future,
the sensitivities of its IDRs are predominantly the same as those
for the SRF. The SR and SRF are sensitive to progress made in
implementing the BRRD and SRM. The BRRD-Umsetzungsgesetz
requires 'bail in' of creditors in banks under resolution from 1
January 2015 before an insolvent bank can be recapitalized with
state funds. This, together with the SRM, should mean that HVB
will be 'resolvable' without jeopardizing the wider financial
system. Once resolution tools and mechanisms have been put in
place they will become an overriding factor in our support-driven
ratings. The likelihood of the bank's senior creditors receiving
full support from the sovereign, despite HVB's systemic
importance, will diminish substantially.
Fitch expects to revise HVB's SRF to 'No Floor' during 1H15. A
revision of the SRF to 'No Floor' would mean that HVB's Long-term
IDR would likely be downgraded to the level of its VR. Given
HVB's VR is 'a-', any support-driven downgrade of the bank's
Long-term IDR and senior debt ratings would be limited to two
notches.
Its Support Rating would also be downgraded, but could be kept
above '5' if Fitch considers potential support available from UC
to be strong enough. HVB and UC are now both regulated by the
European Central Bank, and Fitch would expect UC to be willing to
provide capital and liquidity support to HVB, if necessary.
However, its ability to provide support is limited given the size
of the German subsidiary, which represents around 30% of total
group assets.
KEY RATING DRIVERS AND SENSITIVITIES - VR
HVB's VR reflects the bank's standalone credit strength,
especially its solid capitalization. The bank's profile also
benefits from its well-established domestic corporate and
investment banking franchise, which compensates for the intrinsic
earnings volatility of these activities. Fitch expects the
bank's capital position to remain strong in the face of
forthcoming regulatory changes and forecast business development.
HVB's VR is sensitive to a material weakening in common equity
capital ratios.
Although HVB and UC are now both regulated by the European
Central Bank Fitch believes the potential for the bank's parent
to upstream excessive liquidity and/or capital from the
subsidiary remains somewhat limited, given the Board's legal
responsibility to protect the interests of the bank.
Fitch views positively HVB's much-needed initiatives, including
large scale closure of branches, to improve the profitability of
its retail banking activities. The scale of branch closures is
unprecedented in Germany. Growing contributions from HVB's
commercial banking, which includes retail banking activities,
could help to balance falling earnings from its corporate and
investment banking segment.
Fitch believes that HVB is committed to disciplined pricing of
corporate loans, which partly explains its shrinking customer
portfolio. Reflecting its German focus, HVB's asset quality,
specifically its loan impairment charges, continue to benefit
from the resilient German economy. At the same time, HVB has a
high ratio of non-performing loans (NPL/gross loans), including
also work out loans, which it has not reduced as actively as its
peers have. Fitch expects asset quality to remain stable in the
coming quarters. Some risks remain, such as the bank's leveraged
buyout exposure, project finance business and ship lending. Non-
strategic assets are being worked out and the bank continues to
reduce its exposure to these higher-risk asset classes.
Being part of the UC group may pose contagion risk for HVB's
funding franchise if the European sovereign crisis intensifies
again, which is not Fitch's base case assumption as the agency
expects a weak recovery in 2015. At the same time, HVB is
limiting its direct funding exposure to group entities. Fitch
would downgrade HVB's VR if it believes that further material
cross-border transfers of capital and liquidity to the parent are
becoming more likely (HVB's reserves were reduced by a special
dividend paid out in 2013). The VR is also negatively sensitive
to a shift in the balance between HVB's investment and corporate
banking activity and its capitalization.
A subsidiary's VR will not normally be more than three notches
above the parent's IDR, and within the eurozone the appropriate
difference could be narrower. As a result, a further downgrade
of UC, potentially driven by further negative developments in the
Italian economy and a downgrade of Italy, could result in a
downgrade of HVB's VR.
KEY RATING DRIVERS AND SENSITIVITIES - SUBORDINATED DEBT AND
OTHER HYBRID SECURITIES
The ratings of HVB's hybrid capital instruments (issued through
Funding Trusts I and II) are based on its VR. They are notched
down four levels, two for loss severity and another two for
incremental non-performance risk relative to the bank's VR.
While Fitch acknowledges that the regulator could demand a
deferral of coupon payment on these profit-linked instruments in
line with the terms and conditions of the instruments, the agency
does not expect such intervention in light of the bank's solid
standalone financial profile.
The ratings actions are:
UniCredit Bank AG
Long-term IDR affirmed at 'A+'; Outlook Negative
Short-term IDR affirmed at 'F1+'
Viability Rating affirmed at 'a-'
Support Rating Floor affirmed at 'A+'
Support Rating affirmed at '1'
Senior unsecured certificates of deposit affirmed at 'F1+'
Senior unsecured debt issuance program affirmed at 'A+'
Senior unsecured debt issuance program affirmed at 'F1+'
Senior unsecured MTN program affirmed at 'A+'
Senior unsecured EMTN program affirmed at 'A+'
Senior unsecured EMTN program affirmed at 'F1+'
Senior unsecured notes affirmed at 'A+'
Senior unsecured guaranteed notes affirmed at 'A+'
Subordinated notes affirmed at 'BBB+'
HVB Funding Trusts I and II hybrid notes affirmed at 'BB+'
ZUCCHERIFICIO: Assets Bid Deadline Set for January 30
-----------------------------------------------------
Dr. Lorenzo Di Nicola, the Liquidator of the Creditors
Arrangement Act of "Zuccherificio del Molise s.p.a.", intends to
dispose of the following assets in one single batch:
(1) Sugar production and marketing enterprise located in Pantano
Basso, S.S. Sannitica Km 217, Termoli (CB), Italy, consisting of
property, plant, machinery and equipment on an area of roughly
256,000 m2. Please note that the business branch of this company
has been leased to Nuovo Zuccherificio del Molise S.r.l. with
deed issued by Notary Colavita in Larino dated 10/07/2012.
(2) Shareholdings compromising the whole share capital of the
company Nuovo Zuccherificio del Molise s.r.l., with registered
office in Pantano Basso, S.S. Sannitica Km 217, Termoli (CB),
Italy, Share capital EUR10,000. With Ministry of Agriculture,
Food and Forestry Decree prot. no. 0004404 dated 25/07/2012, the
Company was assigned the production of 84,326 tons of white
sugar.
The basic tender price for the entire lot is equal to
EUR20,000,000.
The expression of interest must be received by 1:00 p.m. on
January 30, 2015 at the Liquidator's office. Those submitting
expressions of interest shall be granted access to the Virtual
Data Room.
The binding offers shall be received by 1:00 p.m. on March 31,
2015 at the Bankruptcy Registry of the Court of Larino (CB).
The envelope containing the bids received will be opened on
April 1, 2015 at 12:00 p.m. before Dr. Rinaldo D'Alozo, the
Designated Magistrate, at the Court of Larino (CB) and awarded to
the bidder, with relative tender if more than one bid is
received.
The complete Specification, the estimation surveys and other
documents relating to the sale are available on the
www.zuccherificiodelmolise.it and at the Virtual Data Room.
For further information, contact the Liquidator Dr. Lorenzo Di
Nicola, with office in Via Muzzi 51 - 65123 Pescara, Italy,
tel + 39 085 380207 fax + 39 085 4415009, e-mail lorendin@tin.it
In any case, the notice does not constitute an irrevocable
proposal, nor an offer to the public, nor solicitation of public
savings, nor a commitment by the Liquidator to negotiate with the
bidders in any manner whatsoever.
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L U X E M B O U R G
===================
MILLICOM INT'L: Fitch Affirms 'BB+' Issuer Default Rating
---------------------------------------------------------
Fitch Ratings has affirmed the long-term foreign currency and
local currency Issuer Default Ratings (IDRs) of Millicom
International Cellular, S.A. (MIC) at 'BB+' with a Stable
Outlook. Fitch has also affirmed MIC's senior unsecured debt at
'BB+.'
KEY RATING DRIVERS
MIC's ratings reflect the company's geographical diversification,
effective marketing strategy and strong brand, and extensive
network and distribution channels, all of which have contributed
to its leading market positions in key markets, steady subscriber
growth, and solid pre-dividend free cash flow (FCF) generation.
In addition, MIC's increasing investments in the under-penetrated
fixed-line services bode well for its medium to long term revenue
growth.
Despite these diversification benefits, MIC's ratings are
constrained by the company operating only in Latin America and
Africa, which have low sovereign ratings and GDP per capita. The
ratings are also tempered by the company's increasing leverage
due to recent M&A activities, historically-high shareholder
returns, and debt allocation between subsidiaries and the holding
company.
Increased Leverage
MIC's leverage is weak for its rating level. The company's
leverage has materially increased in recent years mainly due to
acquisitions and historically high shareholder distributions. In
August 2014, the company completed its merger between its
Colombian subsidiary and UNE EPM Telecomunicaciones S.A. (UNE),
the Colombian fixed-line operator, which increased the company's
net debt by USD1.2 billion. As a result, its net leverage,
measured by adjusted net debt to EBITDAR, increased to 2.3x and
2.6x at end-2013 and Sept. 30, 2014, respectively; this
unfavorably compares to 0.8x and 1.4x at end-2011 and end-2012,
respectively. Reflecting UNE's full-year EBITDA contribution,
Fitch estimates MIC's net leverage to be 2.3x as of September 30,
2014.
Positive FCF from 2015
Fitch forecasts MIC's leverage to fall to a level that is in line
with the current rating level over the medium term as the company
continues to refrain from aggressive shareholder payouts and
share buybacks amid EBITDA improvement. The company paid only
USD264 million dividends annually in 2013 and 2014, which was a
sharp reduction from USD731 million including share repurchase in
2012 and USD991 million in 2011. As MIC remains committed to
reducing its leverage, Fitch expects total shareholder dividends
in 2015 and 2016 to remain in line with the 2014 level. In
addition, capex should remain relatively flat at around USD1.4
billion over the medium term representing about 18-19% of
revenues, which is a decline from 22.5% in 2013. These will lead
to modest positive FCF generation and help the company reduce its
net leverage towards 2.0x by 2016.
A slower-than-expected deleveraging due to a lack of the
company's commitment to restraining dividends, acquisitions, or a
further deterioration in its operating performance will
immediately place negative pressure on the ratings.
Enhanced Competitive Position in Colombia
The merger with UNE, the second largest fixed broadband and pay-
TV operator in Colombia, will strengthen MIC's market position as
UNE's fixed-line network and products complement MIC's existing
mobile operation in terms of both geography and products
offerings with operational cost savings. This synergy is
important for MIC as Colombia has been the fastest growing market
in terms of revenue contribution among MIC's markets. Although
any dividend upstream is not likely for the foreseeable future
given the high investments needed in Colombia, the addition of
UNE will help MIC turn around its EBITDA growth going forward.
Margin Erosion
MIC's EBITDA margin is likely to continue to deteriorate in 2015
due to intense competition. Mobile ARPU is trending downwards in
all of its operational geographies amid increasing market
saturation in Latin America. The increasing revenue proportion
of lower margin fixed-line business will also place pressure on
profitability. Some of the increase in fixed line revenue is
attributable to the merger with UNE. MIC's EBITDA margin fell to
32% in the LTM ended Sept. 30, 2014. This compares to 40% in
2012. Positively, EBITDA growth has turned around during 2014
following contractions in 2013 and 2012. MIC's EBITDA grew to
USD1.9 billion during the LTM ended Sept. 30, 2014; this compares
to USD1.7 billion in 2013 and USD1.9 billion in 2012,
respectively.
Concentration in Low-Rated Sovereigns
Despite the diversification benefit, MIC's ratings are
constrained by its operational footprint in only Latin America
and Africa with low sovereign ratings and GDP per capita. The
operational environment in these regions, in terms of political
and regulatory stability and economic conditions, tend to be more
volatile than developed market which could potentially adversely
affect MIC's operations. This also adds currency mismatch risk
as 65% of MIC's total debt at end-September 2014 was based on USD
while most of its cash flows are generated in local currencies in
each country.
Leading Market Positions
MIC has retained its market leadership in most of its key cash
generating operating companies in Latin America and Fitch expects
these positions to remain intact over the medium term backed by
its effective marketing strategy, strong brand recognition, and
extensive network and distribution channels. The company has
maintained a steady subscriber base expansion, adding 3.7 million
new mobile subscribers in the first nine months of 2014, and its
increasing investment into fixed-line and media will help provide
increasing cross-selling opportunities to acquire more revenue
generating units going forward.
Diversifying Revenue Mix
MIC's growth strategy will be increasingly centered on mobile
data, fixed internet and pay-TV services as it tries to alleviate
pressure on the traditional voice/SMS revenues. The mobile data
customer base reached 25% of total subscribers as of Sept. 30,
2014, from 18% a year ago, which supported a 37% mobile data
revenues growth during the third quarter of 2014 (3Q'14) from a
year ago. Broadband and pay-TV businesses also maintained solid
growth, largely due to UNE, as the segmental revenues grew by
156% in 3Q'14 from the same period a year ago. As this trend
continues, Fitch forecasts mobile service revenues to account for
less than 70% of total revenues from 2015, which compares to 83%
in 2013.
Sound Liquidity
MIC's liquidity profile is good given its readily available cash
position fully covering the short-term debt maturities, as well
as its well-spread debt maturities. As of Sept. 30, 2014, the
consolidated group's readily available cash was USD672 million,
which compares to its short-term debt of USD446 million. The
group's total on-balance sheet debt was USD5.0 billion, with 32%
allocated to the holding company. Debt maturities are well
spread with an average life of 5.6 years. Fitch does not foresee
any liquidity problem for both the operating companies and the
holding company given operating companies' stable cash generation
and their consistent cash upstream to the holding company. In
addition, MIC has USD500 million undrawn credit facility which
further bolsters its liquidity.
Dividend Streams Mitigate Structural Subordination
The creditors of the holding company are subject to structural
subordination to the creditors of the operating subsidiaries
given all cash flows are generated by subsidiaries, which held
68% of the total group debt at end-3Q'14. Positively, Fitch
believes that a stable and high level of cash upstream, mostly
through dividend, by subsidiaries is likely to remain intact over
the long term and help largely mitigate any risk stemming from
this structural weakness. Subsidiaries' robust upstreams have
supported the holding company's debt service coverage in line
with that of the consolidated group financial profile.
RATING SENSITIVITIES
Negative: MIC experiences an increase in net debt to EBITDAR
above 2.5x without a clear path to deleveraging due to any one or
combination of the following: M&A activity, aggressive
shareholder distributions, and competitive/regulatory pressures
on its operations.
Positive: MIC's financial net leverage improves towards 1.0x on a
sustained basis due to improvement in operational competitiveness
and resultant stronger cash generation, less aggressive
shareholder returns, and a higher level of diversification in
cash flow generations across geographies.
=====================
N E T H E R L A N D S
=====================
E-MAC 2005-I: Fitch Affirms 'CCsf' Rating on Class E Notes
----------------------------------------------------------
Fitch Ratings has affirmed the E-MAC DE series, comprising three
German high LTV RMBS transactions, as:
E-MAC DE 2005-I B.V.:
Class A (ISIN XS0221900243): affirmed at 'AAsf'; Stable Outlook
Class B (ISIN XS0221901050): affirmed at 'BBBsf'; Stable Outlook
Class C (ISIN XS0221902538): affirmed at 'Bsf'; Stable Outlook
Class D (ISIN XS0221903429): affirmed at 'CCCsf'; Recovery
Estimate (RE) of 70%
Class E (ISIN XS0221904237): affirmed at 'CCsf'; RE of 0%
Class F (ISIN XS0221922056): paid in full
E-MAC DE 2006-I B.V.:
Class A (ISIN XS0257589860): affirmed at 'A+sf'; Stable Outlook
Class B (ISIN XS0257590876): affirmed at 'BBsf'; Stable Outlook
Class C (ISIN XS0257591338): affirmed at 'CCCsf' RE revised to
30% from 70%
Class D (ISIN XS0257592062): affirmed at 'CCsf'; RE of 0%
Class E (ISIN XS0257592575): affirmed at 'CCsf'; RE 0%
Class F (ISIN XS0257704717): paid in full
E-MAC DE 2006-II B.V.:
Class A1 (ISIN XS0276932539): paid in full
Class A2 (ISIN XS0276933347): affirmed at 'A+sf'; Stable Outlook
Class B (ISIN XS0276933859): affirmed at 'BBB-sf'; Stable Outlook
Class C (ISIN XS0276934667): affirmed at 'Bsf'; Stable Outlook
Class D (ISIN XS0276935045): affirmed at 'CCCsf'; RE 50%
Class E (ISIN XS0276936019): affirmed at 'CCsf'; RE 0%
Class F (ISIN XS0276936951): paid in full
The affirmation reflects the transactions' stabilizing late
arrears. The revised RE for the 2006-I class C notes reflects
higher expected losses for this tranche relative to the other E-
MAC DE 'CCCsf' rated notes.
The transactions are true sale securitizations of German
residential mortgage loans originated by GMAC-RFC Bank GmbH,
which was renamed Paratus AMC GmbH in 2011.
KEY RATING DRIVERS
Increasing Number of Foreclosures
As expected, credit enhancement decreased during the past year
through allocation of losses. Losses exceed the available excess
spread with the consequence that PDL levels increase. As of
November 2014, the 2006-I class E notes were fully debited as
well as 35% of the class D Notes. The principal deficiency
ledger of E-MAC DE 2006-II stands at 53% of the class E notes.
As of the most recent investor reports from November 2014, the
reserve funds for E-MAC 2006-I/II were fully drawn and the 2005-I
reserve fund stands at 14% of its initial balance.
Three Months Plus Arrears Levels Stabilized
Fitch expects loss allocation to slow down in the mid term driven
by stabilizing arrears levels. The latest 3m+ arrears declined
after a long phase of stagnation and stand at 9.4% for 2005-I,
9.0% (10.6% Nov 2013) for 2006-I and 10.1% (11.3% Nov 2013) for
2006-II, respectively. Early arrears increased due to technical
issues, whereas Fitch expects this not to have any impact on
future performance.
Upcoming Loan Interest Reset Dates
Driven by a rating trigger breach of the originators' ratings
(GMAC LLC for E-MAC DE 2005-I and Residential Capital, LLC for E-
MAC DE 2006-I and 2006-II), the right to reset mortgage rates is
transferred to the swap counterparty (Deutsche Bank for E-MAC DE
2005-I and E-MAC DE 2006-I; Royal Bank of Scotland for 2006-II).
CMIS will propose new interest rates to the swap counterparty
that will be signed off by the respective swap counterparty.
Fitch expects that borrowers with moderate loan-to-values and
creditworthiness will refinance their loans with other banks as
mortgage rates may be more attractive with competitors. For
2005-I, high prepayment rates of annualized 47% have been
observed as of November 2014. As a significant portion of loans
for 2006-I and 2006-II have their interest reset dates coming up
in 2015 (78% and 27%, respectively), Fitch expects increasing
prepayments for these transactions as well. This will increase
the portfolios' prepayment rates and consequently reduce the loss
potential.
Fitch believes the credit support available to the E-MAC DE
series notes are sufficient to withstand the respective rating
stresses and has therefore affirmed the ratings with Stable
Outlooks.
RATING SENSITIVITIES
Prepayment rates lower than expected by Fitch may negatively
influence the loss expectation. A corresponding increase in new
defaults and associated pressure on excess spread levels could
result in further negative rating action at the lower end of the
capital structure.
GREEN PARK: Moody's Raises Rating on Class E Notes to Ba3
---------------------------------------------------------
Moody's Investors Service announced that it has taken rating
actions on the following classes of notes issued by Green Park
CDO B.V:
EUR321.9 million (current balance EUR146.0M) Class A Senior
Secured Floating Rate Notes due 2023, Affirmed Aaa (sf);
previously on Oct 17, 2007 Definitive Rating Assigned Aaa (sf)
EUR24.5 million Class B Senior Secured Floating Rate Notes due
2023, Upgraded to Aaa (sf); previously on Jul 29, 2011 Upgraded
to Aa3 (sf)
EUR27.8 million Class C Senior Secured Floating Rate Notes due
2023, Upgraded to Aa2 (sf); previously on Jul 29, 2011 Upgraded
to A3 (sf)
EUR28.7 million Class D Senior Secured Floating Rate Notes due
2023, Upgraded to Baa1 (sf); previously on Jul 29, 2011 Upgraded
to Ba1 (sf)
EUR14.6 million Class E Senior Secured Floating Rate Notes due
2023, Upgraded to Ba3 (sf); previously on Jul 29, 2011 Upgraded
to B1 (sf)
EUR7 million (current balance EUR5.3M) Class T Combination Notes
due 2023, Upgraded to A2 (sf); previously on Jul 29, 2011
Upgraded to Baa3 (sf)
EUR14 million (current balance EUR11.4M) Class V Combination
Notes due 2023, Affirmed Baa1 (sf); previously on Jul 29, 2011
Upgraded to Baa1 (sf)
Green Park CDO B.V, issued in December 2006, is a single currency
Collateralised Loan Obligation ("CLO") backed by a portfolio of
mostly high yield European senior secured loans managed by
Blackstone Debt Advisors L.P. This transaction's reinvestment
period ended in March 2013.
The ratings of the Combination Notes address the repayment of the
Rated Balance on or before the legal final maturity. For Classes
T and V, the 'Rated Balance' is equal at any time to the
principal amount of the Combination Note on the Issue Date
increased by the Rated Coupon of 0.25% and 1.5% per annum
respectively, accrued on the Rated Balance on the preceding
payment date minus the aggregate of all payments made from the
Issue Date to such date, either through interest or principal
payments. The Rated Balances may not necessarily correspond to
the outstanding notional amounts reported by the trustee.
Ratings Rationale
According to Moody's, the rating actions are primarily a result
of the amortization of the portfolio and subsequent increase in
collateralization ratios, and improved credit quality of the
collateral pool over the past twelve months. Moody's notes that
rated liabilities paid down by EUR102.3 million on the last two
semi-annual payment dates, leading to a significant increase in
the overcollateralization ratios (or "OC ratios") of the senior
notes. As per the trustee report dated November 2014, the Class
B,C, D, and E OC ratios are reported at 151.46%, 130.23%,
113.76%, and 106.89%, compared to November 2013 levels of
132.80%, 120.52%, 110.02%, and 105.35% respectively.
Reported WARF has improved from 2596 to 2372 between November
2013 and November 2014, while reported defaults have reduced from
EUR10.3 million to EUR9.0 million during this period, and the
proportion of Caa rated assets has fallen from 8.8% to 3.3% of
reported par.
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
EUR pool with performing par and principal proceeds balance of
EUR256.759 million and defaulted par of EUR9.801 million, a
weighted average default probability of 17.40% (consistent with a
WARF of 2353 over a weighted average life of 5.03 years), a
weighted average recovery rate upon default of 46.64% for a Aaa
liability target rating, a diversity score of 25 and a weighted
average spread of 3.50%.
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 90.4% of the portfolio exposed to senior
secured corporate assets would recover 50% upon default, while
the 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.
Moody's notes that the December 2014 trustee report has been
recently published; key portfolio metrics such as OC ratios,
WARF, proportion of Caa rated assets, diversity score and
weighted average spread are materially unchanged from November
2014 data.
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 recovery rate for
the portfolio. Moody's ran a model in which it reduced the
weighted average recovery rate by 5%; the model generated outputs
that were within two notches of the base-case results.
This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
notes, in light of uncertainty about credit conditions in the
general economy. 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 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) Around 12.6% of the collateral pool consists of debt
obligations whose credit quality Moody's has assessed by using
credit estimates.
3) Recoveries on 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.
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
HARBOURMASTER CLO 3: Fitch Affirms 'B' Rating on Class S3 Notes
---------------------------------------------------------------
Fitch Ratings has downgraded Harbourmaster Pro-Rata CLO 3 B.V.'s
class A2 notes and affirmed the remaining notes as:
Class A1-T (ISIN XS0306976266): affirmed at 'AAAsf'; Outlook
Stable
Class A1-VF (ISIN NL0006005498): affirmed at 'AAAsf'; Outlook
Stable
Class A2 (ISIN XS0306976696): downgraded to 'AAsf' from
'AAAsf'; Outlook Stable
Class A3 (ISIN XS0306977157): affirmed at 'A-sf'; Outlook
revised to Negative from Stable
Class A4 (ISIN XS0306977314): affirmed at 'BBB-sf'; Outlook
Negative
Class B1 (ISIN XS0306978981): affirmed at 'BB-sf'; Outlook
Negative
Class B2 (ISIN XS0306979955): affirmed at 'B-sf'; Outlook
Negative
Class S3 (ISIN XS0306981423): affirmed at 'Bsf'; Outlook
Negative; rating withdrawn
Class S4 (ISIN XS0306981779): affirmed at 'BBB-sf'; Outlook
Negative
Harbourmaster Pro-Rata CLO 3 B.V. is a securitization of mainly
European senior secured loans, senior unsecured loans, second-
lien loans, mezzanine obligations and high-yield bonds. At
closing a total note issuance of EUR612 million was used to
invest in a target portfolio of EUR598 million. The portfolio is
actively managed by Blackstone/GSO Debt Funds Management Europe
Limited.
KEY RATING DRIVERS
The downgrade of the class A2 notes reflects the impact of the
increased risk horizon of the portfolio. The reported weighted
average life (WAL) of the portfolio increased to 5.5 years as of
October 2014, up from 4.6 years in November 2013. The increase
in WAL was caused by significant trading activity ahead of the
end of the reinvestment period in September 2014.
Following the end of the reinvestment period, the manager can
reinvest unscheduled principal proceeds until September 2016,
subject to certain conditions. The manager is currently unable
to reinvest any principal proceeds because of a breach of the
portfolio profile tests as well as a downgrade of the class A1-T
and A1-VF notes below their initial rating by another rating
agency.
Although Fitch considers a return to reinvesting unscheduled
principal proceeds unlikely, the agency expects limited
deleveraging of the structure in the near future given the
significantly back-loaded maturity profile of the portfolio.
Only 6% of the portfolio is scheduled to mature between now and
2016, while 23.9% and 38.2% of the portfolio is scheduled to
mature in 2020 and 2021, respectively.
The credit quality of performing assets has remained stable since
November 2013. The reported weighted average rating factor has
decreased to 28.7 from 28.9 in November 2013. Four obligors in
the portfolio defaulted since November 2013. Three of the
defaulted exposures were restructured and returned to performing
status while one was sold at a distressed price.
The Negative Outlook on the mezzanine and junior notes reflects
their sensitivity to the amount of excess spread diversion.
There is continued uncertainty regarding the definition of
defaulted assets for the purpose of the coverage tests, which may
reduce the efficiency of the overcollateralization (OC) tests.
The OC tests have never been breached and OC test results have
improved since November 2013. A haircut to the value of assets
rated 'CCC' or below is only applied for the calculation of the
class A2 OC test. The interest coverage test continues to pass
with a substantial buffer.
Fitch has withdrawn the rating of the class S3 combination notes.
The class S3 notes were exchanged for their components and thus
no longer exist.
RATING SENSITIVITIES
A 25% increase in the obligor default probability would lead to a
downgrade of zero to two notches for the rated notes.
A 25% reduction in expected recovery rates would lead to a
downgrade of zero to four notches for the rated notes.
HARBOURMASTER CLO 6: Fitch Affirms CCC Ratings on 3 Note Classes
----------------------------------------------------------------
Fitch Ratings has upgraded Harbourmaster CLO 6 B.V.'s class A2
notes and affirmed the remaining notes, as:
Class A2 (XS0233873875): upgraded to 'AAAsf' from 'A+sf'; Outlook
Stable
Class A3 (XS0233875227): affirmed at 'BBBsf'; Outlook Stable
Class A4E (XS0233876209): affirmed at 'BBsf'; Outlook Stable
Class A4F (XS0233876381): affirmed at 'BBsf'; Outlook Stable
Class B1 (XS0233876621): affirmed at 'B-sf'; Outlook Negative
Class B2 (XS0233877603): affirmed at 'CCCsf'; Recovery Estimate
revised to 0% from 90%
Class S4 combo (XS0234648375): affirmed at 'CCCsf'; Recovery
Estimate revised to 75% from 90%
Class S6 combo (XS0234649852): affirmed at 'CCCsf'; Recovery
Estimate revised to 0% from 95%
KEY RATING DRIVERS
The upgrade of the class A2 notes reflects the increase in credit
enhancement as a result of natural amortization over the past
year. The class A1 notes have amortized in full and the class A2
notes have amortized by EUR4.7 million. As a result, credit
enhancement for the class A2 notes has increased to 53.7% from
30.9%.
The transaction has been unable to reinvest any unscheduled
proceeds since January 2013 and all proceeds are being used to
amortize the notes. Continuing amortization is likely to lead to
a further increase in credit enhancement for the senior notes.
Sales have been limited to defaulted assets over the past year.
The current portfolio includes two defaulted issuers with a par
amount of just over EUR4 million.
Overall, the portfolio credit quality has increased slightly with
the weighted average rating factor decreasing to 31 from 36,
indicating the improved credit quality of the performing
portfolio. However, 23.5% of the current portfolio has
experienced negative rating migration over the past year and the
'CCC' and below bucket has increased to 11.7% from 9.8%.
The Negative Outlook on the class B1 notes reflects their
vulnerability to potential defaults, as well as portfolio
concentration as a result of amortization, and refinancing risk,
with a significant proportion of the assets maturing within the
next two years. The portfolio currently consists of 35 assets
from 20 issuers, of which the largest issuer currently represents
8.5% of the outstanding portfolio.
The transaction included a portfolio currency swap that expired
in January 2014. Since then, foreign currency risks have been
mitigated by asset-specific swaps.
RATING SENSITIVITIES
Fitch ran various rating sensitivity scenarios on the transaction
to assess the impact on the notes' ratings if the key risk
drivers -- default rates and recovery rates -- were stressed.
Increasing the default probability and decreasing the recovery
rates is likely to lead to negative rating actions on the class
A2 and B1 notes.
MINING ASICS: Declared Bankrupt; Curator Reviews Books
------------------------------------------------------
CoinDesk reports that Mining ASICs Technologies (MAT) was
declared bankrupt by a Maastricht, Netherlands, judge on Dec. 30,
one week after company CEO Marc Coumans filed for bankruptcy.
CoinDesk confirmed MAT's filing with Mr. CFMP Spreksel, the
curator in charge of overseeing the management and liquidation of
the company's assets.
The Dutch ASIC manufacturer began to take pre-orders for its line
of Scrypt-based miners in March of last year, and announced plans
to expand its production line to include SHA-256 miners for
bitcoin mining as well, CoinDesk recounts.
Customers were required to pay 35% of the production costs
upfront, while miners were expected to be shipped in Q3 2014,
Coink Desk says.
Business seemed to turn sour for MAT around the time the machines
where supposed to ship in September, CoinDesk relays. Scam
accusations began to appear on several massage boards soon after,
CoinDesk discloses.
Moreover, as the end of the September approached, only a small
fraction of customers had received their machines, CoinDesk
notes.
According to CoinDesk, a source close to MAT said the company had
been in trouble since June, months before it stopped pre-orders.
"MAT agreed to a joint venture with ASIC manufacturer Alcheminer,
costing roughly US$2 million. As it turned out, however, pre-
orders at MAT didn't add up to US$2 million-worth, which meant
that MAT did not receive enough chips to meet all of these pre-
orders," CoinDesk quotes the source as saying.
Appointed bankruptcy curator Spreksel only just started to
research the company's bookkeeping and history last week, but
told CoinDesk that it will take another three to five weeks
before any sort of meaningful conclusions can be drawn.
Mr. Spreksel, as cited by CoinDesk, said estimates suggest that
more than a dozen customers lost hundreds of thousands of dollars
in investments with MAT.
Mr. Spreksel added that the prospects of any of MAT's customers
and creditors having any money returned to them seems quite grim,
but emphasized that it's too soon to know for sure, CoinDesk
relays.
Mining ASICs Technologies is a Dutch scrypt mining company.
===========
P O L A N D
===========
KOMPANIA WEGLOWA: Undergoes Restructuring to Avert Insolvency
-------------------------------------------------------------
Ben Hagemann at Australian Mining reports that Kompania Weglowa
will be restructured in an attempt to cut costs and rescue the
company from a second year of losses.
According to Australian Mining, the company has been flagging due
to low world coal prices and high operating costs, and will close
four of its mines for liquidation, in order to steer away from a
near inevitable insolvency.
The remaining nine mines in its portfolio will be transferred to
a state-controlled, special purpose company owned by Weglokoks,
Australian Mining says.
Polish Prime Minister EWA Kopacz said the radical restructuring
was the only alternative to bankruptcy, although the company
stands to lose US4260 million even with the restructure,
Australian Mining relates.
Kompania Weglowa is Polish government owned and not publically
traded, and made a loss of approximately US$110 million between
January and November last year, Australian Mining recounts.
Polish government officials said the company was making a loss of
US$18 per ton of coal, Australian Mining notes.
Kompania Weglowa employs around 49,000 people, which accounts for
half the employees in Poland's mining sector, Australian Mining
discloses.
The government, Australian Mining says, will spend a reported
PLN2.3 billion on restructuring costs, approximately US$633
million.
Kompania Weglowa is the largest coal miner in Europe. The
company is based in Poland.
* POLAND: Corporate Bankruptcies Down 11% to 822 in 2014
--------------------------------------------------------
According to Poland AM's Jacek Ciesnowski, a Euler Hermes report
shows that in 2014, 822 Polish companies declared bankruptcy, an
11% decrease year-on-year.
The consultancy believes that 2015 won't be better for companies
as the number of bankruptcies will either stay at a similar level
or rise, Poland AM notes.
===========
S E R B I A
===========
SERBIA: Fitch Affirms 'B+' LT Issuer Default Ratings
----------------------------------------------------
Fitch Ratings has affirmed Serbia's Long-term foreign and local
currency Issuer Default Ratings (IDRs) at 'B+'. The Outlooks are
Stable. The issue ratings on Serbia's senior unsecured foreign
and local currency bonds have also been affirmed at 'B+'. The
Country Ceiling has been affirmed at 'B+' and the Short-term
foreign currency IDR at 'B'.
KEY RATING DRIVERS
The affirmation of Serbia's sovereign ratings reflects the
following key rating drivers:
The government passed a series of measures in 2H14 to reduce the
still large fiscal deficit. The measures included in the 2015
budget are mainly targeted at the spending side and could
represent about EUR400 million (about 1.5% of GDP) of savings,
including a 10% cut in public salaries, a reduction in subsidies
and the pension bill. The authorities also expect a reduction in
the total public sector headcount and some improvement on the
revenue side. The government intends to reduce the augmented
general government deficit (including payments for guarantees and
bank resolution costs) from about 8% of GDP in 2014 to below 6%
in 2015 and below 4% by 2017.
Payment of activated guarantees to state-owned-enterprises
(SOEs)have a significant impact on Serbia's deficit and were
until now considered "below the line" items. These costs
represented about 1.8% of GDP in 2014, and are planned to be
reduced to 0.8% in 2015. The restructuring of the numerous SOEs
is expected to be completed in 2015 with technical assistance
from the World Bank and other international financial
institutions (IFIs), although implementation risks remain. The
closure of SOEs will entail redundancy payments, a large share of
which has already been budgeted.
Serbia and the IMF reached a staff level agreement on a three-
year precautionary agreement worth around EUR1bn in November,
reflecting the government's strong fiscal intent. The IMF froze
the previous stand-by arrangement in 2012 because Serbia failed
to meet its fiscal and reform program. The final approval by the
IMF board is expected to take place in February, and will focus
mainly on the credibility of the fiscal consolidation measures
and the restructuring of the SOEs. The IMF deal will provide a
policy anchor, and prior IMF approval is now required for the
issuance of new guarantees to SOEs.
Debt dynamics remain challenging, with debt expected to grow to
about 80% of GDP by 2016, far above the 'B' rating median of 45%.
Refinancing and liquidity risks have abated slightly following
the signature of the IMF program, but financing needs remain
large, at EUR5.8 billion in 2015 (more than 15% of GDP).
Furthermore, about 80% of public debt is foreign-currency
denominated, leaving the country exposed to exchange rate shocks.
However, the high level of government deposits (about 8% of GDP)
and foreign exchange reserves (about 6.5 months of import cover)
could provide some buffers in the short term.
The external sector is a key weakness and vulnerability to
exchange rate shocks is high. The Serbian dinar depreciated
markedly in 2014, but is expected to stabilize over the forecast
period thanks to the IMF deal and fiscal package as well as the
large level of foreign currency reserves and the central bank's
active stance to smooth short-term volatility. Dollarization is
reducing gradually, but from a high level.
The current account deficit (CAD) is projected to have remained
wide in 2014, at an estimated 6.5% of GDP, partly reflecting the
reconstruction efforts following the May floods, which led to an
increase in imports. Automobile exports could further weaken in
2015, but the fall in domestic demand will limit import growth
and bring about a gradual reduction in the CAD. The on-going
deleveraging in the Serbian banking sector will only partly
mitigate the increase in corporate external debt, of which a
large share is inter-company lending.
The economy is expected to contract in 2015 by about 0.6%,
following an estimated 2% contraction in 2014. The government's
austerity measures will weigh on domestic demand, so that no
significant pick-up in activity is expected in the near term.
However, the potential re-launch of some manufacturing plants
affected by the floods provide some upside risks for 2015. The
government successfully passed several structural reforms
affecting labor law, tax administration, land registry,
bankruptcies, privatization and pensions, which could support GDP
growth over the medium term. The cancellation of the gas
pipeline South Stream project will weigh modestly on medium-term
investment plans.
Serbia's 'B+' Long-term IDRs are supported by income per head
above the 'B' and 'BB' median, superior human development and
ease of doing business indicators relative to rating peers, and
the recent EU decision to open accession talks with Serbia.
RATING SENSITIVITIES
The Stable Outlook reflects Fitch's assessment that upside and
downside risks to the rating are currently well balanced. The
main risk factors that, individually or collectively, could
trigger negative rating action are:
-- Failure to implement fiscal consolidation that puts debt
dynamics on a more sustainable path.
-- A recurrence of exchange rate pressures leading to a fall
in reserves and a sharp rise in debt levels and the
interest burden.
The main risk factors that, individually or collectively, could
trigger positive rating action are:
-- Successful implementation of a credible medium-term fiscal
consolidation program that effectively reduces public
debt/GDP.
-- An acceleration of economic recovery and a narrowing of
external imbalances.
KEY ASSUMPTIONS
The ratings and Outlooks are sensitive to a number of
assumptions.
Fitch assumes that the government will maintain its proposed
reform and fiscal consolidation agenda, in line with the IMF
agreement.
Fitch assumes the gradual progress in deepening fiscal and
financial integration at the eurozone level will continue; key
economic imbalances within the currency union will be slowly
unwound; and eurozone governments will tighten fiscal policy over
the medium term.
===============
S L O V E N I A
===============
NOVA KREDITNA: Liquidation of Two Leasing Units to Commence
-----------------------------------------------------------
Manja Kovacic at SeeNews reports that Slovenian privatization-
bound lender Nova Kreditna Banka Maribor (NKBM) said all the
necessary conditions have been met to start the controlled
liquidation of its KBM Leasing and Gorica Leasing units as part
of the group's restructuring program.
NKBM said in a bourse filing on Jan. 6 that after the two
companies were recapitalized through a debt-to-equity swap, the
conditions were in place to start the controlled wind-down on
Dec. 30 with the completion of the process scheduled for 2015,
SeeNews relates.
NKBM said the liquidation of the two companies and the transfer
of the leasing business to NKBM is a key task with respect to the
consolidation of the NKBM Group, as set out in its restructuring
program for 2014, SeeNews notes.
Gorica Leasing, SeeNews says, has been recapitalized with EUR46.9
million (US$55.7 million) with another EUR56.7 million being
injected into KBM Leasing. The conversion of debt into equity
has enabled both companies to cover the losses incurred in 2014
and the losses expected for this year, SeeNews states.
NKBM's restructuring plan, adopted in late 2013 when the lender
was bailed out and nationalized by the government, calls for the
sale of real estate and other non-operating assets in a bid to
ensure a sharper focus on the lender's core business, SeeNews
relays.
In October, government investment firm SDH said it had received
multiple binding bids for 100% of NKBM, according to SeeNews.
The call for binding bids was issued in August, SeeNews
discloses.
=========
S P A I N
=========
AYT GENOVA X: Fitch Affirms 'Bsf' Rating on Class D Notes
---------------------------------------------------------
Fitch Ratings has affirmed five tranches and upgraded one tranche
of AyT Genova Hipotecario (Genova) X, XI and XII. The agency has
maintained five tranches of AyT Genova Hipotecario X and AyT Goya
Hipotecario (Goya) III and V on Rating Watch Negative (RWN) and
revised the Rating Watch on two tranches of AyT Genova
Hipotecario XI to Evolving (RWE) from Negative.
The Spanish prime RMBS transactions comprise loans originated and
serviced by Barclays Bank S.A., which since Jan. 2, 2015, is
fully owned by CaixaBank S.A. (BBB/Positive/F2).
KEY RATING DRIVERS
Rating Actions Driven by Barclays Bank S.A. Sale
Barclays Bank S.A. is account bank in all five transactions. On
Jan. 2, 2015, Barclays Bank Plc (A/Stable/F1) completed the sale
of Barclays Bank S.A. to CaixaBank. The management company for
the issuers has indicated that it will not find a replacement
account bank rated at least 'A'/'F1' for the Genova XI and Goya
transactions. Fitch understands that the management company
intends to introduce a new counterparty trigger of 'BBB'/'F2'.
Fitch believes this new trigger is sufficiently robust to support
a maximum rating of 'A-sf', although it is marginally outside the
'BBB+'/'F2' definition as per our counterparty criteria. The RWE
on the class A2 and B notes of Genova XI has been revised to RWN
and the RWN on the class A notes in both Goya transactions has
been maintained, pending confirmation of the implementation of
the revised trigger arrangements. The class C notes of Genova XI
and class B notes of Goya III have been affirmed at 'BBB+sf' in
line with the available credit enhancement.
Fitch has been informed that the management company will find a
replacement account bank rated at least 'A'/'F1' within the 30-
day remediation period set out in the documentation for Genova X
and XII. All tranches of Genova X have been affirmed and the
analysis of the Genova XII loan portfolio and its performance
showed that the credit enhancement available to class A was
sufficient to warrant a two-notch upgrade to 'AA+sf' from 'AA-
sf'. The class B notes have been affirmed because their rating
cannot be higher than the rating of the account bank which holds
the reserve fund.
Payment Interruption Risk in Genova X
The RWN on the class A2 and B notes in Genova X has been
maintained due to exposure to payment interruption risk, which
would arise upon the default of the servicer. In its analysis,
the agency assessed the liquidity available in the transaction to
cover senior fees, net swap payments and senior class note
interest in the event of a servicer default. As the transaction
has drawn on its reserve fund and is expected to continue doing
so, the cash reserves may be insufficient to meet these liquidity
needs. Therefore, Fitch believes that the transaction is not
adequately equipped to mitigate a disruption to collections. If
the payment interruption risk is not mitigated, we will apply a
rating cap three notches above the servicer's rating. Fitch
expects to resolve the RWN within three months.
Stable Arrears Performance
The remaining affirmations reflect the robust performance of the
underlying assets. As of the latest reporting periods, three-
month plus arrears (excluding defaults) ranged from 0.4% (Genova
X) to 1.3% (Genova XI) of the current pool balances, below
Fitch's Spanish RMBS index of 1.8%. Fitch expects to see a
continuation of the good performance due to the more stable
macroeconomic environment.
Loan Modifications
The portfolios comprise loans that have been subject to
modifications, ranging between 0.2% and 4% of the current
portfolio. To account for the weaker credit profile of these
borrowers Fitch has applied additional default probability
stresses. The analysis showed that the credit enhancement
available to the notes is sufficient to withstand such stresses.
The agency notes that AyT Genova X is exposed to the largest
shares of modified loans (4.0%) and has therefore maintained a
Negative Outlook on the class C and D notes.
RATING SENSITIVITIES
Deterioration in asset performance may result from economic
factors, in particular the increasing effects of unemployment.
An increase in new defaults and associated pressure on excess
spread levels and reserve funds beyond Fitch's expectations could
result in negative rating actions.
The rating actions are:
AyT Genova Hipotecario X
Class A2 (ES0312301015) 'AA-sf'; RWN maintained
Class B (ES0312301023) 'A+sf'; RWN maintained
Class C (ES0312301031) affirmed at 'BBB-sf'; Outlook Negative
Class D (ES0312301049) affirmed at 'Bsf'; Outlook Negative
AyT Genova Hipotecario XI
Class A2 (ES0312302013) 'AA-sf'; Rating Watch revised to Negative
from Evolving
Class B (ES0312302021) 'Asf'; Rating Watch revised to Negative
from Evolving
Class C (ES0312302039) affirmed at 'BBB+sf'; off RWE, Outlook
Stable
Class D (ES0312302047) affirmed at 'BBBsf'; Outlook Stable
AyT Genova Hipotecario XII
Class A (ES0312285002) upgraded to 'AA+sf' from 'AA-sf'; off RWE,
Outlook Stable
Class B (ES0312285010) affirmed at 'Asf'; off RWN, Outlook Stable
AyT Goya Hipotecario III
Class A (ES0312274006) 'AA+sf'; RWN maintained
Class B (ES0312274014) affirmed at 'BBB+sf'; off RWN, Outlook
Stable
AyT Goya Hipotecario V
Class A (ES0312276001) 'AA+sf'; RWN maintained
BANCAJA 11 FTA: S&P Lowers Rating on Class B Notes to CCC
---------------------------------------------------------
Standard & Poor's Ratings Services took various credit rating
actions in:
-- Bancaja 5 Fondo de Titulizacion de Activos;
-- Bancaja 6 Fondo de Titulizacion de Activos;
-- Bancaja 7 Fondo de Titulizacion de Activos;
-- Bancaja 10, Fondo de Titulizacion de Activos; and
-- Bancaja 11, Fondo de Titulizacion de Activos.
Specifically, S&P has:
-- Raised its rating on the class A3 notes in Bancaja 11;
-- Affirmed its ratings on the class A2 notes in Bancaja 6 and
7, the class B notes in Bancaja 7, and the class C to E
notes in Bancaja 10 and 11; and
-- Lowered its ratings on the class A notes in Bancaja 5, the
class A2 notes in Bancaja 10 and 11, the class A3 notes in
Bancaja 10, the class B notes in Bancaja 5, 6, 10, and 11,
the class C notes in Bancaja 5, 6, and 7, and the class D
notes in Bancaja 7.
Upon publishing S&P's updated criteria for Spanish residential
mortgage-backed securities (RMBS criteria) and its updated
criteria for rating single-jurisdiction securitizations above the
sovereign foreign currency rating (RAS criteria), S&P placed
those ratings that could potentially be affected "under criteria
observation".
Following S&P's review of these transactions, its ratings that
could potentially e affected by the criteria are no longer under
criteria observation.
The rating actions follow S&P's credit and cash flow analysis of
the most recent transaction information that S&P has received
from the August to November 2014 payment dates. S&P's analysis
reflects the application of its RMBS criteria and its RAS
criteria.
Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.
S&P's RAS criteria designate the country risk sensitivity for
RMBS as 'moderate'. Under S&P's RAS criteria, these
transactions' notes can therefore be rated four notches above the
sovereign rating, if they have sufficient credit enhancement to
pass a minimum of a "severe" stress. However, as all six of the
conditions in paragraph 48 of the RAS criteria are met in Bancaja
6 and 7, S&P can assign ratings to the senior-most classes of
notes in these two transactions up to a maximum of six notches
(two additional notches of uplift) above the sovereign rating,
subject to credit enhancement being sufficient to pass an
"extreme" stress.
As S&P's long-term rating on the Kingdom of Spain is 'BBB', its
RAS criteria cap at 'AA (sf)' the maximum potential rating for
the class A2 notes in Bancaja 6 and 7. The maximum potential
rating for all other classes of notes is 'A+ (sf)'.
Credit enhancement, considering the current collateral balance
plus the available reserve fund, has increased for all classes on
notes in Bancaja 5, 6, and 7, and decreased for all classes of
notes in Bancaja 10 and 11, since S&P's previous review.
Class Available credit enhancement,
excluding defaulted loans (%)
--Transaction--
5 6 7 10 11
A 10.98
A2 20.42 12.09 9.73 7.54
A3 9.73 7.54
B 6.07 9.52 6.77 4.75 1.87
C 3.06 5.26 3.51 0.77 0.00
D 1.32 0.00 0.00
E 0.00 0.00
Although the available excess spread covers defaulted loans and
maintains the reserve funds at the required levels for the most-
seasoned transactions, it is not sufficient to do so in the less-
seasoned ones. The table below shows the percentages of the
required amount the reserve funds currently represent.
Transaction Percentage of
required amount (%)
5 100.00
6 100.00
7 88.22
10 0.00
11 0.00
Severe delinquencies of more than 90 days for Bancaja 5, 6, and 7
have always been relatively stable and below S&P's Spanish RMBS
index, with Bancaja 7 performing relatively weaker than the other
two. The most-seasoned transactions outperformed the less-
seasoned ones, with Bancaja 10 and 11 having considerably higher
delinquencies, occasionally higher than the Spanish RMBS average.
Defaults are defined as mortgage loans in arrears for more than
18 months in these transactions. Cumulative defaults for Bancaja
5, 6, and 7 are also lower than in other Spanish RMBS
transactions that S&P rates. Cumulative defaults are relatively
higher for Bancaja 10 and 11, where long-term arrears have
rapidly rolled into defaults. Prepayment levels have always been
in line with the market average.
The table below shows severe delinquencies and cumulative
defaults.
Transaction Severe Cumulative
delinquencies (%) defaults (%)
5 0.67 0.38
6 0.91 0.48
7 1.14 1.06
10 2.17 8.82
11 2.64 9.85
After applying S&P's RMBS criteria to these transactions, its
credit analysis results show a decrease in the weighted-average
foreclosure frequencies (WAFF) and an increase in the weighted-
average loss severities (WALS) for each rating level in each
transaction.
The decreases in the WAFF are mainly due to the original loan-to-
value ratios and the different adjustments that S&P applies to
seasoned loans under its RMBS criteria. The increases in the
WALS are mainly due to the application of S&P's revised market
value decline assumptions. The overall effect is an increase in
the required credit coverage for each rating level in each
transaction.
All of these transactions feature an excess spread trapping or
interest deferral mechanism, which protects the more senior
classes of notes in stressful scenarios. The trigger for Bancaja
5 and 6 is based on the 90+ days delinquencies level, Bancaja 7
on the amortization deficit levels, and Bancaja 10 and 11 on the
cumulative default levels. S&P only expects that Bancaja 10 and
11's class B triggers will be breached during the remaining life
of the transactions.
Following the application of S&P's RAS criteria and its RMBS
criteria, S&P has determined that its assigned rating on each
class of notes in these transactions should be the lower of (i)
the rating as capped by S&P's RAS criteria and (ii) the rating
that the class of notes can attain under S&P's RMBS criteria.
The ratings on the class A notes in Bancaja 5, the class A2 notes
in Bancaja 6, 7, 10, and 11, the class A3 notes in Bancaja 10 and
11, the class B notes in Bancaja 5, 6, and 7, and the class C
notes in Bancaja 6 are constrained by the rating on the
sovereign.
The senior-most class of notes in Bancaja 6 and 7 (class A2
notes) pass all of the conditions under S&P's RAS criteria.
Consequently, S&P's ratings on these classes of notes can be a
maximum of six notches above the sovereign rating. S&P has
therefore affirmed its 'AA (sf)' ratings on the class A2 notes in
Bancaja 6 and 7.
The class A notes in Bancaja 5, the class B notes in Bancaja 6
and 7, and the class A2 and A3 notes in Bancaja 10 have
sufficient credit enhancement to withstand S&P's severe stresses.
Consequently, the maximum uplift for these classes of notes is
four notches above the sovereign rating. S&P has therefore
lowered to 'A+ (sf)' from 'AA- (sf)' its ratings on the class A
notes in Bancaja 5, the class B notes in Bancaja 6, and the class
A2 and A3 notes in Bancaja 10. S&P has also affirmed its 'A+
(sf)' rating on Bancaja 7's class B notes.
The available credit enhancement for the class C notes in Bancaja
6 can withstand S&P's stresses up to two notches above the
sovereign rating. S&P has therefore lowered to 'A- (sf)' from
'A+ (sf)' its rating on Bancaja 6's class C notes.
S&P's credit and cash flow results indicate that the available
credit enhancement for the class B notes in Bancaja 5 and the
class A2 and A3 notes in Bancaja 11 can withstand S&P's stresses
up to one notch above the sovereign rating. S&P has therefore
lowered to 'BBB+ (sf)' from 'A+ (sf)' its rating on Bancaja 5's
class B notes, lowered to 'BBB+ (sf)' from 'A- (sf)' its rating
on Bancaja 11's class A2 notes, and raised to 'BBB+ (sf)' from
'BBB (sf)' its rating on Bancaja 11's class A3 notes.
S&P's credit and cash flow results indicate that the available
credit enhancement for the class B notes in Bancaja 10 and 11,
the class C notes in Bancaja 5 and 7, and the class D notes in
Bancaja 7 is commensurate with lower ratings than those currently
assigned. S&P has therefore lowered its ratings on these classes
of notes. The downgrades of the class B notes in Bancaja 10 and
11 reflect the proximity of the interest deferral triggers and
S&P's rating definitions of these notes.
S&P has affirmed its 'D (sf)' ratings on the class C, D, and E
notes in Bancaja 10 and 11, as they are experiencing ongoing
interest shortfalls due to the breach of the interest deferral
trigger and the lack of liquidity.
In addition to the decreased WAFF and the increased WALS, the
more severe cash flow modeling assumptions under S&P's RMBS
criteria (including additional stresses on servicing fees,
delinquencies, back-ended default curves, delayed recession
timing, and longer recovery timing) contributed to greater
overall tresses on the transactions. When applying these
assumptions, the transactions' features (including relatively low
levels of credit enhancement, limited excess spread, and interest
deferral triggers -- if applicable) constrain S&P's ratings on
the mezzanine and junior classes of notes. This led to S&P
lowering, by multiple notches, our ratings on the affected
tranches.
S&P do not consider the replacement language in the swap
agreements of these five Bancaja transactions to be in line with
S&P's current counterparty criteria, although it does feature a
replacement framework that S&P gives some credit to in its
analysis. Under S&P's current counterparty criteria, its ratings
are capped to its long-term issuer-credit rating (ICR) on the
corresponding swap counterparty, plus one notch. S&P's ratings
are therefore capped at 'A+' in Bancaja 5, 6, and 7, the relevant
counterparty being Credit Suisse International (A/Negative/A-1);
at 'AA-' in Bancaja 10, the relevant counterparty being JP Morgan
Chase Bank N.A. (A+/Stable/A-1); and at 'AA' in Bancaja 11, the
relevant counterparty being HSBC Bank PLC (AA-/Negative/A-1+).
S&P has therefore analyzed the transactions without giving
benefit to the swap agreement to see if the ratings on the notes
could be delinked from the ICR on the relevant swap counterparty.
In this scenario, only the class A notes in Bancaja 5, the class
A2, B, and C notes in Bancaja 6, and the class A2 notes in
Bancaja 7 are able to achieve a higher rating than S&P's long-
term ICR on the counterparty plus one notch. S&P has therefore
delinked its ratings on these classes of notes from the ICR on
the swap provider.
S&P also considers credit stability in its analysis. To reflect
moderate stress conditions, S&P adjusted its WAFF assumptions by
assuming additional arrears of 8% for one-year and three-year
horizons, for 30-90 days arrears and 90+ days arrears. This did
not result in S&P's ratings deteriorating below the maximum
projected deterioration that S&P would associate with each
relevant rating level, as outlined in its credit stability
criteria.
In S&P's opinion, the outlook for the Spanish residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 3.33% from 2.00%, when S&P applies its RMBS
criteria, to reflect this view. S&P bases these assumptions on
its expectation of modest economic growth, continuing high
unemployment, and further falls in house prices in 2015.
On the back of improving but still depressed macroeconomic
conditions, S&P don't expect the performance of the transactions
in its Spanish RMBS index to improve in 2015.
S&P expects severe arrears in these portfolios to remain at their
current levels, as there are a number of downside risks. These
include weak economic growth, high unemployment, and fiscal
tightening. On the positive side, S&P expects interest rates to
remain low for the foreseeable future.
Bancaja 5, 6, 7, 10, and 11 are Spanish RMBS transactions backed
by pools of first-ranking mortgages secured over owner-occupied
residential properties in Spain. Bankia originated the
underlying collateral between July 1991 and December 2006.
RATINGS LIST
Class Rating Rating
To From
Bancaja 5 Fondo de Titulizacion de Activos
EUR1 Billion Mortgage-Backed Floating-Rate Notes
Ratings Lowered
A A+ (sf) AA- (sf)
B BBB+ (sf) A+ (sf)
C BB+ (sf) A+ (sf)
Bancaja 6 Fondo de Titulizacion de Activos
EUR2.08 Billion Mortgage-Backed Floating-Rate Notes
Rating Affirmed
A2 AA (sf)
Ratings Lowered
B A+ (sf) AA- (sf)
C A- (sf) A+ (sf)
Bancaja 7 Fondo de Titulizacion de Activos
EUR1.9 Billion Mortgage-Backed Floating-Rate Notes
Ratings Affirmed
A2 AA (sf)
B A+ (sf)
Ratings Lowered
C BB+ (sf) BBB- (sf)
D B- (sf) B+ (sf)
Bancaja 10, Fondo de Titulizacion de Activos
EUR2.631 Billion Mortgage-Backed Floating-Rate Notes
Ratings Lowered
A2 A+ (sf) AA- (sf)
A3 A+ (sf) AA- (sf)
B B- (sf) B+ (sf)
Ratings Affirmed
C D (sf)
D D (sf)
E D (sf)
Bancaja 11, Fondo de Titulizacion de Activos
EUR2.023 Billion Mortgage-Backed Floating-Rate Notes
Ratings Lowered
A2 BBB+ (sf) A- (sf)
B CCC (sf) B (sf)
Rating Raised
A3 BBB+ (sf) BBB (sf)
Ratings Affirmed
C D (sf)
D D (sf)
E D (sf)
DOLCE SITGES: Oaktree Capital Takes Control
-------------------------------------------
PropertyEU reports that US investor Oaktree Capital Management
has taken control of the Dolce Sitges conference hotel in Sitges,
south of Barcelona.
Oaktree acquired the insolvent hotel's debt last year from lender
Allied Banking Corporation, PropertyEU relates.
===========================
U N I T E D K I N G D O M
===========================
MANSION STUDENT: Property Manager Seeks to Liquidate Fund
---------------------------------------------------------
Judith Evans at The Financial Times reports that the property
manager of the Mansion Student Accommodation Fund is seeking to
liquidate the fund after redemptions were suspended for more than
a year.
The offshore fund is one of a string of student property vehicles
marketed to retail investors that have fallen foul of liquidity
problems over the past two years, the FT notes.
The Mansion Group, which does not manage the fund itself but runs
the properties within it, is also the largest shareholder in the
vehicle, which was valued at GBP250 million last October, the FT
discloses.
The fund suspended redemptions in October 2013 after withdrawals
exhausted its cash reserves, the FT relates.
Mansion wrote to fellow shareholders last month urging them to
support a "voluntary winding-up" of the fund to be overseen by an
independent third party, the FT recounts.
"The status quo cannot remain as it is, with the board doing
little, if anything, to improve the fund's prospects, while
shareholders' funds remain trapped, with little hope of escape,"
the Mansion Group wrote in a letter to shareholders seen by the
FT.
It wants investors to call for an extraordinary general meeting
to start the liquidation process, the FT discloses.
According to the FT, the fund's board, largely made up of
directors of Guernsey-based fund manager Active Group, has
retaliated by writing to shareholders urging them to trust in its
efforts to revive the fund, rather than resorting to a "fire
sale".
It was "taking forward proposals to restore liquidity", it said,
but could not give details until a review of the fund by the
property agent Knight Frank is completed early in 2015, the FT
relays.
The Mansion Student Accommodation Fund is based in Guernsey.
TESCO PROPERTY: Moody's Lowers Rating on Bond Notes to 'Ba1'
------------------------------------------------------------
Moody's Investors Service has downgraded the ratings of the
following seven classes of Notes (amounts reflect initial
outstanding):
Issuer: Delamare Finance Plc
GBP382.5 million A Notes, Downgraded to Ba1 (sf); previously on
Oct 24, 2014 Downgraded to Baa3 (sf) and Remained On Review for
Possible Downgrade
Issuer: Tesco Property Finance 1 Plc
GBP430.65 million Bonds Notes, Downgraded to Ba1; previously on
Oct 24, 2014 Downgraded to Baa3 and Remained On Review for
Possible Downgrade
Issuer: Tesco Property Finance 2 Plc
GBP564.5 million Bonds Notes, Downgraded to Ba1; previously on
Oct 24, 2014 Downgraded to Baa3 and Remained On Review for
Possible Downgrade
Issuer: Tesco Property Finance 3 plc
GBP958.45 million Bonds Notes, Downgraded to Ba1; previously on
Oct 24, 2014 Downgraded to Baa3 and Remained On Review for
Possible Downgrade
Issuer: Tesco Property Finance 4 plc
GBP685.1 million Bonds Notes, Downgraded to Ba1; previously on
Oct 24, 2014 Downgraded to Baa3 and Remained On Review for
Possible Downgrade
Issuer: Tesco Property Finance 5 PLC
GBP450.5 million Bonds Notes, Downgraded to Ba1; previously on
Oct 24, 2014 Downgraded to Baa3 and Remained On Review for
Possible Downgrade
Issuer: Tesco Property Finance 6 PLC
GBP493.4 million Secured Bonds due 13 July 2044 Notes,
Downgraded to Ba1; previously on Oct 24, 2014 Downgraded to Baa3
and Remained On Review for Possible Downgrade
Ratings Rationale
The downgrade action for above mentioned CMBS notes has been
prompted by Moody's decision to downgrade the long-term senior
unsecured rating of Tesco Plc to Ba1, from Baa3.
The above mentioned transactions represent, each, the
securitization of a secured loan in connection with the financing
of a sale and leaseback transaction with Tesco Plc. The
transactions are credit-tenant-linked and as a result the ratings
of the notes are closely linked to the rating of the guarantor of
the occupational leases, Tesco Plc. The secured loan in each
transaction is subject to a fixed interest rate and fully
amortizing over the term of the loan. Each loan is secured by
multiple Tesco stores across the UK with the tenants' obligations
under the lease guaranteed by Tesco Plc.
Methodology Underlying the Rating Action:
The methodologies used in these ratings were Moody's Approach to
Rating EMEA CMBS Transactions published in December 2013 and
Commercial Real Estate Finance: Moody's Approach to Rating Credit
Tenant Lease Financings published in November 2011.
Other factors used in this rating are described in European CMBS:
2014-16 Central Scenarios published in March 2014.
Factors that would lead to an upgrade or downgrade of the rating:
Main factor or circumstance that could lead to a change of the
current ratings is primarily a change in the long-term senior
unsecured rating of Tesco plc.
WINDERMERE VIII: Fitch Cuts Ratings on 2 Note Classes to 'Dsf'
--------------------------------------------------------------
Fitch Ratings has downgraded and affirmed Windermere VIII CMBS
plc's notes prior to withdrawal, as:
GBP0 million class C: downgraded to 'Dsf' from 'Csf'; Recovery
Estimate (RE) 0%; rating withdrawn
GBP0 million class D: downgraded to 'Dsf' from 'Csf'; RE0%;
rating withdrawn
GBP0 million class E: affirmed at 'Dsf'; RE0%; rating withdrawn
The transaction is a GBP1,037.8 million securitization of eight
commercial real estate loans seven originated by Lehman Brothers
Inc and 50% of another loan (the City Point loan) jointly
originated by LB and Goldman Sachs. As at the October 2014
interest payment date (IPD), no loans were outstanding.
KEY RATING DRIVERS
The downgrades followed the final recovery determination on the
Government Income portfolio loan at the July 2014 IPD while the
affirmation reflected the final recovery determination on the
Amadeus loan at the October 2014 IPD.
The ratings are withdrawn as Fitch no longer considers them
relevant. Fitch will no longer provide ratings or analytical
coverage of the issuer.
===============
X X X X X X X X
===============
* EMEA Faces Deflation & Geopolitical Risks, Fitch Says
-------------------------------------------------------
Fitch Ratings says in a new report that geopolitical risks,
deflation fears and weaker growth prospects will, to varying
degrees, affect the outlook for EMEA corporate issuers in 2015.
Within the eurozone periphery, smaller companies in the 'B'
rating category are likely to be worse affected than large
investment-grade corporates in a deflation scenario. Fitch also
expects slightly higher leverage across EMEA emerging market (EM)
corporate issuers.
The Russian crisis effectively shut the international bond
markets for domestic issuers in 2H14, with effects exacerbated by
sanctions and currency volatility. In Turkey, largely un-hedged
foreign currency exposures make corporates vulnerable to the
effects of currency devaluation.
In the latest edition of its EMEA Corporate View Dashboard, Fitch
also provides a quarterly snapshot of EMEA corporate market
conditions, including bond issuance, spreads and rating
migrations. The report also provides a summary of qoq changes in
sector forecasts and rating Outlooks.
The report highlights the strong growth in European high yield
issuance during 2014, albeit slowing down in 4Q14 amid some
market volatility, high yield defaults and continued favorable
funding conditions for higher-rated issuers.
* Large Companies with Insolvent Balance Sheets
-----------------------------------------------
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 2015. All rights reserved. ISSN 1529-2754.
This material is copyrighted and any commercial use, resale or
publication in any form (including e-mail forwarding, electronic
re-mailing and photocopying) is strictly prohibited without prior
written permission of the publishers.
Information contained herein is obtained from sources believed to
be reliable, but is not guaranteed.
The TCR Europe subscription rate is US$775 per half-year,
delivered via e-mail. Additional e-mail subscriptions for
members of the same firm for the term of the initial subscription
or balance thereof are US$25 each. For subscription information,
contact Peter Chapman at 215-945-7000 or Nina Novak at
202-362-8552.
* * * End of Transmission * * *