/raid1/www/Hosts/bankrupt/TCREUR_Public/150616.mbx
T R O U B L E D C O M P A N Y R E P O R T E R
E U R O P E
Tuesday, June 16, 2015, Vol. 16, No. 117
Headlines
B U L G A R I A
BULGARIA REPUBLIC: S&P Affirms 'BB+/B' Ratings, Outlook Stable
F R A N C E
EPHIOS BONDCO: Moody's Assigns '(P)B2' Corporate Family Rating
LABCO SA: Moody's Affirms 'B2' Corp. Family Rating
LABCO SA: S&P Assigns Prelim. B+ CCR & Rates EUR800MM Notes B+
G R E E C E
GREECE: Bailout Talks Collapse as Tsipras Remains Defiant
I C E L A N D
ICELAND: Financial System Not Yet Fixed, Prime Minister Says
I R E L A N D
BANK OF IRELAND: S&P Assigns 'B-' Rating to Proposed AT1 Secs.
CELTIC RESIDENTIAL 9: Moody's Affirms B3 Rating on Class B Notes
CLERYS DEPARTMENT: Liquidation a Real Blow to 130 Workers
DEPFA BANK: Moody's Lowers Sr. Debt Rating to Ba1/Not Prime
IRISH PRIDE: Goes Into Receivership
I T A L Y
EUROHOME MORTGAGES 2007-1: Fitch Affirms C Ratings on 4 Tranches
ITALFINANCE SECURITISATION 2: Moody's Lifts D Notes Rating to B1
N E T H E R L A N D S
LEO-MESDAG BV: S&P Removes B- Note Ratings From Watch Negative
SAMVARDHANA MOTHERSON: S&P Affirms 'BB+' CCR, Outlook Stable
TIKEHAU CLO: Fitch Assigns 'B-(EXP)sf' Rating to Class F Notes
P O R T U G A L
EDA - ELECTRICIDADE: Moody's Lifts Sr. Unsec Issuer Rating to Ba3
R U S S I A
KOKS FINANCE: Fitch Rates Loan Participation Notes 'B(EXP)'
U K R A I N E
AKELIUS RESIDENTIAL: S&P Rates SEK1.5BB 4-Yr. Senior Notes 'BB+'
U N I T E D K I N G D O M
CELF LOAN IV: Moody's Affirms 'Ba1' Rating on Class D Notes
CENTROL RECYCLING: Buyer Found Following Administration
GALA CORAL: Fitch Revises Outlook to Stable & Affirms 'B' IDR
SALFORD RED: Promises to Repay GBP1.5 Million Council Loan
TITAN EUROPE 2007-1: Fitch Cuts Ratings on 4 Note Classes to 'D'
TRAP OIL: Explores Options to Avert Collapse
WOODLANDS SOCIAL CLUB: In Calne Facing Voluntary Liquidation
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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B U L G A R I A
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BULGARIA REPUBLIC: S&P Affirms 'BB+/B' Ratings, Outlook Stable
--------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB+/B' long- and
short-term foreign and local currency sovereign credit ratings on
the Republic of Bulgaria. The outlook is stable.
Rationale
The ratings are constrained by Bulgaria's relatively low income
levels, weak governance, worsening demographics, exchange rate
regime, and high proportion of non-lev-denominated loans, which
limits the central bank's ability to act as a lender of last
resort. The ratings are supported by low, albeit rising, general
government debt.
Bulgaria's domestic banking system continues to face important
risks. S&P believes that supervisory lapses contributed to the
problems faced by systemically important banks last year. Since
then, efforts have been underway to strengthen supervision. The
authorities are currently in the process of adopting the EU Bank
Recovery and Resolution Directive, which prescribes rules
enabling them to deal with the failure of banks while minimizing
the burden on taxpayers. S&P understands that the central bank
is also drafting methodology for a comprehensive review of banks'
asset quality.
The banking sector is also vulnerable to external factors, given
the large presence of Greek subsidiaries, which together account
for more than one-fifth of the sector's assets. The Bulgarian
National Bank (BNB) has taken steps to shore up the liquidity of
these subsidiaries, such as mandating higher deposits with the
BNB, increasing the proportion of liquid assets held, and
reducing exposure to parent banks.
Under the country's currency board arrangement, the BNB can only
provide liquidity support to the banking system to the extent
that its reserves exceed its monetary liabilities. Even then,
support can only occur under certain conditions and for short
periods against liquid collateral. As of April 2015, the BNB's
reserves covered monetary liabilities by 1.7x. That said, S&P
also thinks Bulgaria's European partners could extend
extraordinary support in the event of a stress situation.
S&P currently classifies Bulgaria's banking sector in group '7'
under S&P's Banking Industry Country Risk Assessment (BICRA)
methodology (on a scale of '1' to '10', with '1' denoting the
lowest-risk banking sector). S&P's BICRA assessment reflects
weak governance and transparency in Bulgaria, and the impact of
slow economic growth on the further deterioration of asset
quality.
In 2014, the deterioration of the general government deficit and
the state support extended to the banking system contributed to
the increase in general government debt. Although S&P's general
debt forecast does not explicitly include future government
support to banks, S&P believes the risk of additional support is
not insignificant.
S&P sees the general government deficit narrowing gradually to 2%
of GDP by 2018; this differs from the government's target of 1.3%
of GDP because S&P assumes weaker nominal GDP growth. As a
result, S&P expects that general government debt will increase by
an annual average of 2.5% of GDP in 2015-2018. S&P don't believe
the currency composition of government debt will differ
materially over this period. Currently, about 80% of government
debt is denominated in foreign currency.
Bulgaria has struggled to find a new growth model in the wake of
the global financial crisis. From 2010 to 2014, exports
increased by about 8% annually in real terms. However, this
export performance has not led to a recovery in business
investment or meaningfully reduced overall unemployment levels.
This is even though S&P notes that the unemployment rate declined
by 1.6 percentage points to 11.4% in 2014, the first decline
since 2008. S&P forecasts that real GDP growth will average 1.3%
over 2015-2018, compared with 6.3% over 2005-2008. S&P's
forecast reflects its view of Bulgaria's financial stability and
continued weak domestic demand, despite recent improvements in
household consumption. In particular, S&P expects private-sector
investment activity to remain muted, reflecting, among other
factors, sluggish growth in bank lending.
Challenges to Bulgaria's banking system and a deterioration of
the country's fiscal position have been exacerbated by a
sustained and pronounced deflation of consumer prices since the
second half of 2013. Domestic demand has, until recently, also
been depressed by parent banks' net withdrawals of funding from
their Bulgarian subsidiaries and banks' increasing external
assets. Between 2009 and 2014, about 92% of financial sector
external debt was rolled over every year. The direct link
between money growth and balance-of-payments inflows under the
currency board has magnified the impact of these recent balance-
of-payments outflows on the economy, particularly on prices.
The banking sector's overall liquidity appears to have helped
banks reduce external debt by $5 billion between 2008 and 2014,
while increasing assets held abroad by $8.4 billion (according to
international investment position data). Net outflows from the
financial system during that period have cumulatively constituted
about 30% of the GDP figure in 2015. S&P expects that outflows
from Bulgaria's banking sector will persist until 2016, when S&P
expects them to stabilize, and that this will continue to depress
domestic credit conditions and, consequently, the money supply
and prices.
S&P assumes that 86% of Bulgaria's short-term external debt due
in 2015 will be rolled over. This roll-over rate is lower than
in previous years, because the government has replaced a short-
term external bridge loan it took in 2014 with longer-term
external debt that it issued earlier this year. S&P expects
current and capital account receipts, foreign direct investment,
and net debt inflows to fully finance Bulgaria's long-term
external debt amortization and current account payments, totaling
$38 billion.
Bulgaria's exchange rate regime and high proportion of non-lev-
denominated loans (about 55%) restrict its monetary flexibility
and the BNB's ability to act as a lender of last resort. In this
context, S&P believes that the BNB's limited success in
stimulating credit growth in the face of anemic domestic demand
and in effecting a reduction of the banking sector's gross
nonperforming loans -- about 17% of its total loan book --
reflect a weakened transmission channel for monetary policy.
Bulgaria's political environment has remained in flux, with five
governments and two general elections since early 2013.
Parliamentary elections held in October 2014 yielded a minority
coalition of the GERB (the Citizens for the European Development
of Bulgaria) and the Reformist Bloc (comprising five parties).
The government relies on outside support from the Patriotic Front
(an alliance of two parties) and the Alternative for Bulgarian
Revival. With the numerous changes in power over the past two
years, there have been several policy reversals, including on
fiscal policy, which have weighed on business and consumer
confidence. S&P notes that the government has taken steps to
reduce losses in the energy sector, and parliament is currently
debating pension reform. However, given that the government
relies on outside support to pass legislation and is itself
composed of several factions, S&P thinks policy uncertainty may
persist, and implementation of reform could continue to face
challenges.
OUTLOOK
The stable outlook on Bulgaria reflects the balance between the
risks S&P sees from potential vulnerabilities in the financial
sector and still-low general government debt.
S&P could lower the ratings if the domestic financial system
requires further government support, or if outflows on the
financial account of the balance of payments do not moderate.
On the other hand, S&P could consider an upgrade if Bulgaria
effectively addresses governance issues, thereby boosting its
growth potential and attracting higher foreign direct investment
to the tradables sector; or if the economy expands faster than
S&P anticipates, such that general government finances
consolidate more rapidly.
In accordance with S&P's relevant policies and procedures, the
Rating Committee was composed of analysts that are qualified to
vote in the committee, with sufficient experience to convey the
appropriate level of knowledge and understanding of the
methodology applicable. At the onset of the committee, the chair
confirmed that the information provided to the Rating Committee
by the primary analyst had been distributed in a timely manner
and was sufficient for Committee members to make an informed
decision. After the primary analyst gave opening remarks and
explained the recommendation, the Committee discussed key rating
factors and critical issues in accordance with the relevant
criteria. Qualitative and quantitative risk factors were
considered and discussed, looking at track-record and forecasts.
The committee agreed that all key rating factors were unchanged.
The chair ensured every voting member was given the opportunity
to articulate his/her opinion. The chair or designee reviewed
the draft report to ensure consistency with the Committee
decision. The views and the decision of the rating committee are
summarized in the above rationale and outlook. The weighting of
all rating factors is described in the methodology used in this
rating action.
RATINGS LIST
Rating Rating
To From
Bulgaria (Republic of)
Sovereign credit rating
Foreign and Local Currency BB+/Stable/B BB+/Stable/B
Transfer & Convertibility Assessment
T&C Assessment BBB+ BBB+
Senior Unsecured
Foreign and Local Currency BB+ BB+
Short-Term Debt
Foreign and Local Currency B B
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F R A N C E
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EPHIOS BONDCO: Moody's Assigns '(P)B2' Corporate Family Rating
--------------------------------------------------------------
Moody's Investors Service assigned a first-time provisional (P)B2
corporate family rating (CFR) to Ephios Bondco PLC (Ephios).
Concurrently, Moody's has assigned a provisional (P)B3 rating to
the proposed EUR800 million senior secured notes to be issued by
Ephios. The rating outlook is negative.
The proceeds from the notes will be used mostly to refinance
Labco SA's outstanding EUR700 million senior secured notes
following the announcement on May 28, 2015, that shareholders of
Labco (a pan-European clinical diagnostic company) entered into a
share purchase agreement with private-equity sponsor Cinven to
sell more than 90% of the share capital of the company subject to
certain conditions precedent including regulatory approvals.
Upon the consummation of the acquisition Ephios is expected to
indirectly own up to 100%, but not less than 95% of Labco's share
capital and voting rights. In turn, Ephios is expected to be
ultimately owned by Cinven (80%) and by reinvesting shareholders
and the management of the company (20%). Moody's anticipates that
the indirect cash contribution from Cinven to Ephios will be
EUR438.7 million in the form of common equity.
The rating has been assigned on the basis of Moody's expectations
that the transaction will close as expected. Moody's issues
provisional ratings in advance of the final sale of securities
and these ratings reflect Moody's preliminary credit opinion
regarding the transaction only. Upon a conclusive review of the
final documentation, Moody's will endeavor to assign a definitive
CFR and a definitive rating to the senior secured notes.
Definitive ratings may differ from provisional ratings.
The (P)B2 corporate family rating (CFR) assigned to Ephios Bondco
PLC primarily reflects the consolidated group's (1) high expected
leverage of 6.6x in 2015; (2) its acquisition driven strategy
within the backdrop of a consolidating market for laboratories;
(3) continued pricing pressures deriving from government driven
cuts to tariffs and health care spend.
However, the CFR also positively reflects (1) Labco's leading
market position in the French clinical laboratory services
market, characterized by some barriers to entry, complemented by
still limited albeit growing diversification in neighboring
countries such as Spain and Italy; (2) its high profit margins;
and (3) favorable demographic trends supporting volumes.
The rating also reflects an adequate liquidity profile supported
by the proposed EUR140 million super senior revolving credit
facility (RCF) with good covenant headroom and EUR88 million
undrawn at closing. The proposed EUR800 million senior secured
notes are expected to have a coupon of 5.75% which is
significantly lower than the 8.5% coupon on the outstanding
EUR700 million senior secured notes issued by Labco. This would
decrease the annual interest expense by EUR13.5 million per annum
and gradually offset the redemption premium of EUR29.75 million
that Labco is likely pay to redeem the outstanding notes. The
proposed refinancing would also lengthen the debt maturity by
four years from 2018 to 2022.
The (P)B3 rating on the proposed EUR800 million senior secured
notes is one notch below the (P)B2 CFR. This reflects their
subordination to the proposed sizeable EUR140 million super
senior RCF.
The negative outlook reflects Moody's expectation that adjusted
debt-to-EBITDA will be high for the rating and will stay above
6.0x in for the next 12-18 months.
Although the upgrade is unlikely in the near term, positive
pressure could be exerted on Labco's ratings if (1) the company's
leverage ratio were to improve to around 5.0x; and (2) the
company were able to continue to demonstrate sustained free cash
flow generation and improved profitability.
Negative pressure on Labco's ratings could arise if (1) leverage
were to exceed 6.0x for longer than Moody's expected; (2) its
liquidity profile were to weaken; or (3) its profitability were
to significantly deteriorate due to competitive or pricing
pressures.
The principal methodology used in these ratings was Business and
Consumer Service Industry published in December 2014. Other
methodologies used include Loss Given Default for Speculative-
Grade Non-Financial Companies in the U.S., Canada and EMEA
published in June 2009.
Headquartered in Paris, France, Labco S.A. is one of the leading
groups in the European clinical laboratory services market. Labco
provides routine and semi-routine clinical testing services for
individual patients through a network of approximately 167
laboratories (excluding collection points) in seven European
countries. As of 31 December 2014, Labco employed around 4,362
full time employees.
For the financial years ended December 31, 2013 and December 31,
2014, Labco recognized a revenue pro forma for the acquisition of
the SDN group of EUR594.7 million and EUR649.6 million,
respectively, and generated an EBITDA pro forma for the
acquisition of the SDN group of EUR128.7 million and EUR131.3
million, respectively.
As of September 30, 2014, Labco's main shareholders were the
founders of the company (17.1%), laboratory doctors (17.1%),
existing and former senior management and affiliates (24.1%), and
financial investors (41.7%), the largest being 3i Group PLC with
approximately 17.7% of Labco's share capital (3i has invested
approximately EUR115 million in Labco since July 2008).
LABCO SA: Moody's Affirms 'B2' Corp. Family Rating
--------------------------------------------------
Moody's Investors Service confirmed the ratings of Labco S.A.
including the corporate family rating of B2, the B2-PD
probability-of-default rating, and the B3 rating on the 8.5%
EUR700 million senior secured notes issued by Labco S.A. due 15
Jan 2018. The outlook on all ratings is stable.
The rating action concludes the review for upgrade initiated on
April 16, 2015 following the company's announcement on April 8,
2015 of the initial public offering (IPO) on the regulated market
of Euronext Paris. As part of the intended IPO, Labco expected to
raise gross proceeds of approximately EUR320 million leading to a
material debt reduction and further strengthening of free cash
flows due to reduction in interest expense.
The rating confirmation follows the announcement by Labco on
May 13, 2015 that the IPO has been postponed due to the market
conditions and the announcement on May 28, 2015 that shareholders
of Labco representing more than 90% of the share capital of Labco
entered into a share purchase agreement with Cinven, a UK leading
private equity sponsor, to sell more than 90% of the share
capital of Labco to Cinven once the conditions precedent
including regulatory approvals are satisfied.
With the IPO now effectively cancelled and the sale to another
private equity sponsor announced, Moody's confirms all Labco's
existing ratings.
If the sale to Cinven is successful, a change of control will be
triggered giving noteholders the option to put the outstanding
notes to Labco which will be funded by a back stop facility
arranged by Cinven with JP Morgan. However, Moody's notes that
Labco has already announced a refinancing of the outstanding 8.5%
EUR700 million notes with new EUR800 million senior secured
notes. Following the refinancing, Moody's expects to withdraw the
B2 CFR of Labco S.A. and the B3 rating of the existing 8.5%
EUR700 million senior secured notes.
The B2 corporate family rating (CFR) assigned to Labco primarily
reflects the company's (1) high expected leverage of 6.1x in
2015; (2) its acquisition driven strategy within the backdrop of
a consolidating market for laboratories; (3) continued pricing
pressures deriving from government driven cuts to tariffs and
health care spend.
However, the CFR also positively reflects (1) Labco's leading
market position in the French clinical laboratory services
market, characterized by some barriers to entry, complemented by
still limited albeit growing diversification in neighboring
countries such as Spain and Italy; (2) its high profit margins;
and (3) favorable demographic trends supporting volumes.
The stable outlook reflects Moody's expectation that Labco will
generate positive free cash flows in the next 12 to 18 months and
that Moody's adjusted debt-to-EBITDA will not exceed 6.0x in
2016. The stable outlook also assumes that Labco will continue to
maintain a disciplined M&A strategy.
Although the upgrade is unlikely in the near term, positive
pressure could be exerted on Labco's ratings if (1) the company's
leverage ratio were to improve to around 5.0x; and (2) the
company were able to continue to demonstrate sustained free cash
flow generation and improved profitability.
Negative pressure on Labco's ratings could arise if (1) leverage
were to exceed 6.0x for longer than we expected; (2) its
liquidity profile were to weaken; or (3) its profitability were
to significantly deteriorate due to competitive or pricing
pressures.
The principal methodology used in these ratings was Business and
Consumer Service Industry published in December 2014. Other
methodologies used include Loss Given Default for Speculative-
Grade Non-Financial Companies in the U.S., Canada and EMEA
published in June 2009.
Headquartered in Paris, France, Labco S.A. is one of the leading
groups in the European clinical laboratory services market. Labco
provides routine and semi-routine clinical testing services for
individual patients through a network of approximately 167
laboratories (excluding collection points) in seven European
countries. As of December 31, 2014, Labco employed around 4,362
full time employees.
For the financial years ended December 31, 2013 and December 31,
2014, the Group recognized a revenue pro forma for the
acquisition of the SDN group of EUR594.7 million and EUR649.6
million, respectively, and generated an EBITDA pro forma for the
acquisition of the SDN group of EUR128.7 million and EUR131.3
million, respectively.
As of Sept. 30, 2014, Labco's main shareholders were the founders
of the company (17.1%), laboratory doctors (17.1%), existing and
former senior management and affiliates (24.1%), and financial
investors (41.7%), the largest being 3i Group PLC with
approximately 17.7% of Labco's share capital (3i has invested
approximately EUR115 million in Labco since July 2008).
LABCO SA: S&P Assigns Prelim. B+ CCR & Rates EUR800MM Notes B+
--------------------------------------------------------------
Standard & Poor's Ratings Services said that it assigned its
preliminary 'B+' long-term corporate credit rating to France-
based clinical laboratory operator Ephios Bondco plc. At the
same time, S&P assigned a preliminary issue rating of 'B+' to the
EUR800 million proposed senior secured notes to be issued by
Ephios. The recovery rating is '4', reflecting S&P's expectation
of average (30%-50%) recovery for debtholders in the event of a
payment default. The ratings on the proposed debt are subject to
S&P's review of the final documentation.
S&P also affirmed its 'B+' long-term corporate credit rating on
France-based clinical laboratory operator Labco SA and removed it
from CreditWatch, where it was placed on May 29, 2015. The
outlook is stable. At the same time, S&P affirmed its 'B+' issue
rating on Labco's existing EUR700 million senior secured notes
due in 2018. The recovery rating on the notes is '4', indicating
S&P's expectation of average (30%-50%) recovery in the event of a
payment default.
Cinven, the new owner of Labco, has created a new holding
company -- Ephios Bondco Plc -- above Labco that will issue the
proposed debt. It is S&P's understanding that Ephios will use
the senior secured notes and the revolving credit facility (RCF)
to refinance all existing debt.
S&P aligned the rating on Ephios with our rating on Labco.
S&P assesses Ephios' business risk profile as "fair" and its
financial risk profile as "highly leveraged," the same as S&P's
assessments for Labco. This leads to an anchor assessment of
'b'. The anchor is S&P's starting point for assigning an issuer
credit rating under its corporate criteria. S&P's 'B+' rating on
Labco is one notch above the anchor, reflecting the adjustments
it make based on S&P's "favorable" comparable ratings analysis
modifier, which reflects Labco's stronger credit metrics than
peers'.
S&P views Labco's business risk profile as "fair" based on S&P's
assessment of its relatively modest size in terms of revenues,
its concentration of revenues in Europe, and continuous pricing
pressure in Europe due to government budget constraints. In
addition, Labco operates in a very fragmented laboratory market,
which could lead to stiffer competition. This is mitigated by
its size advantages, synergy realization, and leading positions
in its key markets, which are reflected in its "fair" competitive
position, according to S&P's criteria. Furthermore, Labco has a
track record of maintaining stable EBITDA margins on revenue
growth, which offsets negative pricing trends, owing to the
synergies derived from the quick integration of acquired
entities. In S&P's business risk assessment, it also incorporates
its view of the global health care services industry risk as
"intermediate" and country risk as "intermediate."
The health care segment of most European countries is subject to
strict regulation, fueling pricing pressures. Because the
clinical laboratory market is not materially different in this
respect, Labco will likely confront the task of adapting its cost
structures to lower selling prices. Given that Labco is a
consolidator, S&P thinks it's in a better position to absorb this
pressure than smaller laboratories. However, it will likely face
increasing exposure to regulatory actions. Apart from price
regulation, a further challenge could come from limits on
reimbursement for diagnostic tests as governments seek to manage
budgetary constraints. This could mean greater out-of-pocket
contributions from patients and consequently a lower demand for
standard tests.
"Our assessment of Labco's financial risk profile as "highly
leveraged" reflects the company's overall acquisitive business
model, which relies on aggressive external growth and has led to
high debt. Based on the new capital structure, we expect
debt/EBITDA to be above 5x in 2015-2017. Our leverage
calculation includes financial debt of the proposed senior
secured notes of EUR800 million, and operating lease and pension
and post retirement debt of EUR100 million in 2015. Owing to the
financial sponsor ownership, we do not net off any of Labco's
cash. Due to Labco's proposed senior secured notes, which have a
long-dated debt maturity profile and acquisitive strategy, any
future improvement in leverage is likely to result from higher
profitability rather than from any reduction in debt. Assuming
that the group's acquisitions are profit-accreting from the
start, we estimate that the group will maintain an average
adjusted FFO cash interest coverage of above 2.5x over the next
three years, which supports the rating," S&P said.
S&P continues to think that Labco's multitude of small
acquisitions pose less integration risk than a single large one.
Despite the company's acquisitive business model, key credit
metrics have improved over the past years. Whether a potential
large acquisition is likely to change this depends on its size
and way of funding.
Due to Labco's high operating margins and relatively low capital
expenditure requirements, it generates positive free operating
cash flow on a sustainable basis, in S&P's view. S&P expects
this trend to continue, with the company generating EUR30
million-EUR45 million of free operating cash flow in 2015 and
2016.
S&P's base case assumes:
-- Limited correlation of Labco revenue forecasts with
underlying macroeconomic data, as the company's sales are
predominantly driven by external growth.
-- Average high-single-digit sales growth for Labco for the
next two to three years, based on underlying market growth
of 1%-2%, consisting of a slightly higher volume effect and
usually a negative price element.
-- Revenue growth in the low teens in 2015, reflecting the
company's continued acquisitions in the French lab market
and the full consolidation of SDN (an Italian acquisition).
S&P expects high-single-digit revenue growth in 2016,
reflecting further acquisitions in France and sustained
growth in other markets.
-- A slight uptick in EBITDA margins of 23%-24% from 2015
onward based on the high-margin Italian acquisitions, the
effect of synergies from past acquisitions, and negative
pricing in Europe.
-- Capex of EUR35 million in fiscal-year 2015 and EUR30
million in 2016.
-- No shareholder remuneration for the years to come as
defined by the new financial policy of the new financial
sponsors.
-- Bolt-on acquisitions of EUR80 million in 2015 and EUR60
million in 2016.
-- Full recapitalization of the existing senior secured notes
of EUR700 million with EUR800 million at lower interest
rates and an injection of preference equity of EUR439
million to purchase Labco by Cinven, which S&P assess as
debt.
-- Transaction costs of EUR37 million in 2015.
Based on these assumptions, S&P arrives at these credit measures:
-- An adjusted debt-to-EBITDA ratio of about 5x on average
over the next three years.
-- Adjusted FFO cash interest coverage of above 2.5x on
average over the next three years.
Labco's liquidity profile is "adequate" under S&P's criteria. In
S&P's base-case scenario, the company's total liquidity sources
in 2015 were likely to have exceeded total liquidity needs by a
factor of more than 1.2x. As this general picture is unlikely to
change, S&P foresees a similar coverage of liquidity needs by
sources for the 2016 fiscal year.
Labco's cash generation is transparent and is usually not
affected by customer payment delays or even default, as the
ultimate payers are predominantly private and public health care
insurers. As of Dec. 31, 2014, the company had cash on hand of
about EUR74 million. There is an additional cushion through the
new fully undrawn RCF of EUR140 million, which is committed to
acquisition financing but can also be used for general corporate
purposes.
Sources of Liquidity:
-- Cash of about EUR74 million in 2015 and EUR84 million in
2016.
-- Cash FFO of EUR52 million in 2015 and EUR61 million in
2016.
-- A new RCF of EUR140 million maturing in 2021.
-- Preference equity issuance of EUR439 million in 2015 for
the acquisition by Cinven.
-- Issuance of senior secured notes of EUR800 million in 2015
as part of the refinancing of the existing senior secured
notes.
Uses of Liquidity:
-- Repayment of the existing senior secured notes of EUR700
million in 2015.
-- Working capital cash outflow of EUR10 million in 2015 and
2016.
-- Capital expenditures of EUR35 million in 2015 and EUR30
million in 2016.
-- Bolt-on acquisitions worth EUR80 million in 2015 and EUR60
million in 2016.
-- Purchase of equity by Cinven for EUR456 million.
The new financing plan is covenant lite and has incurrence-based
covenants only.
The stable outlook reflects S&P's view of France-based clinical
laboratory operator Labco's sound position as a consolidator of
small companies in a growing underlying market. It also factors
in the company's cash-generating capacity due to further
potential external growth opportunities, which can be turned
around quickly by streamlining costs and overheads. S&P believes
funds from operations (FFO) cash interest coverage above 2.0x on
a ustainable basis as commensurate with the current rating.
S&P could consider a positive rating action if it sees evidence
of a firm commitment by the new sponsors that meets S&P's FS-5
criteria for an "aggressive" financial risk profile assessment.
This translates to a current leverage ratio of below 5x and FFO
cash interest coverage of more than 3x on a sustainable basis.
S&P could consider a downgrade if Labco's FFO cash interest
coverage ratio falls below 2.0x on a sustained basis as a result
of lower realizable growth during the next few years or a more
aggressive financial policy.
===========
G R E E C E
===========
GREECE: Bailout Talks Collapse as Tsipras Remains Defiant
---------------------------------------------------------
Peter Spiegel and Kerin Hope at The Financial Times report that
talks aimed at reaching an 11th-hour deal between Greek ministers
and their bailout creditors collapsed on June 14 after a new
economic reform proposal submitted by Athens was deemed
inadequate to continue negotiations.
The breakdown is the clearest sign yet that differences between
the two sides may be too wide to breach, increasing the
possibility that Athens will not secure the EUR7.2 billion in
bailout aid it needs to avoid defaulting on its debts --
including a EUR1.5 billion loan repayment due to the
International Monetary Fund in just two weeks, the FT notes.
Greek negotiators, including Nikos Pappas, aide-de-camp to Prime
Minister Alexis Tsipras, left the European Commission only 45
minutes after entering, the FT relays.
A commission spokesman, as cited by the FT, said there remained a
"significant gap" between the sides, amounting to up to EUR2
billion per year, and there was no longer time to reach a
"positive assessment" of Greek efforts before a meeting of
eurozone finance ministers on June 11.
"While some progress was made, the talks did not succeed," the FT
quotes the spokesman, as saying "On this basis, further
discussion will now have to take place in the eurogroup."
The eurogroup meeting is seen by many officials as the last
chance for Athens to secure agreement on a list of economic
reforms its creditors are demanding in order to release the
EUR7.2 billion before Greece's EU bailout runs out at the end of
the month, the FT notes.
Without the endorsement of Greece's trio of bailout monitors --
the commission, the International Monetary Fund and the European
Central Bank -- the chances of an amicable agreement on June 18
are remote, raising the prospect eurozone negotiators may resort
to the "take it or leave it" strategy used on Cyprus at a
eurogroup meeting two years ago, the FT states.
On that occasion, an ECB representative warned that without a
deal, it would be forced to cut all emergency funding to Cypriot
banks -- essentially laying waste to the country's financial
system, the FT says.
Yannis Dragasakis, deputy prime minister and head of the
negotiating team in Brussels, said after the talks broke up that
Athens remained "ready" to complete the negotiations and blamed
Greece's creditors for being intransigent in their insistence on
pension cuts and increases in the country's value added tax that
Athens believe will hit essential services, the FT relates.
"In spite of the presence of the Greek mission in Brussels, there
was no response on the part of the [bailout monitors] for
discussions at the same [political] level or authorizations that
would permit a solution to the issues that remain open,"
Mr. Dragasakis, as cited by the FT, said.
According to the FT, a Greek government official said the new
Athens counterproposal included no new cuts in public sector
pensions or increases in taxes on electricity -- positions that
have been rebuffed by creditors for weeks.
For nearly two weeks, creditors have been asking Athens to come
back with a counterproposal that would fit within a broad program
outline that sets a gradually increasing set of budget surpluses,
the FT relays.
Under the creditors' plan, Athens would need to find measures to
hit a primary budget surplus -- revenues less expenses when
interest on sovereign debt is not counted -- of 1% of gross
domestic product this year, rising to 2% next year and 3 per cent
in 2017, the FT says.
Athens has objected to pension cuts and energy tax increases, and
has countered with a slower path to the 3.5% target in 2018: 0.75
per cent this year, 1.75% next year and 2.5% in 2017, the FT
notes.
Default Fears
According to The Wall Street Journal's Nektaria Stamouli and
Laurence Norman, Mr. Tsipras on June 15 expressed defiance over
demands by his country's creditors, insisting lenders soften
their calls for pension cuts, though a senior government official
said Athens was prepared to return to talks at any time.
The lack of progress in bailout negotiations has raised fears of
a default on Greece's debt and a possible exit from the currency
bloc, The Journal notes.
French President Fran‡ois Hollande called for a quick return to
talks, The Journal relays.
The European Commission quickly dismissed on June 14 what it
called the Greek government's "vague and repetitive" latest
proposals to the lenders -- the International Monetary Fund and
other eurozone countries, The Journal recounts.
According to The Journal, the speed of the dismissal suggested
that Mr. Tsipras may be gambling he can get a softer bailout deal
directly from his fellow eurozone leaders at a European Union
summit later this month.
Mr. Tsipras, as cited by The Journal, said on June 15, in his
first statement since the weekend talks, that Greece could wait
until the "institutions adhere to realism."
"One can only suspect political motives behind the fact that the
institutions insist on further pension cuts," The Journal quotes
Mr. Tsipras as saying.
=============
I C E L A N D
=============
ICELAND: Financial System Not Yet Fixed, Prime Minister Says
------------------------------------------------------------
Marion Dakers at The Telegraph reports that Sigmundur
Gunnlaugsson, the prime minister of Iceland, has warned that the
world's financial regulators have not yet fixed the system that
allowed the credit crunch and imperiled his country's economy.
Speaking as Iceland unveiled plans to escape from the capital
controls that have hobbled its currency since 2008,
Mr. Gunnlaugsson, as cited by The Telegraph, said his team was in
"close co-operation" with the European authorities as they work
to prevent further financial disasters.
"It seems worrying to me how little it has changed since the
financial crisis," The Telegraph quotes Mr. Gunnlaugsson as
saying. "I would like to see a rethink about how we approach
this issue, which means that we may have to accept that the
avenues that have been built into the system where finances rush
from one place to another may not be the best or the safest way
to run a financial system."
Mr. Gunnlaugsson, who became Prime Minister in 2013, said
reaction last week to the eventual end of capital controls has
been "surprisingly positive", The Telegraph relates.
Iceland, with a population of just under 330,000, allowed its
banking sector to balloon to 14 times the country's GDP before
the financial crisis, The Telegraph relays. To prevent an exodus
of capital when the banks imploded, the country imposed controls
on kronur held offshore, leaving creditors in the banks locked
out of their money and residents weighed down by 18% inflation,
The Telegraph discloses.
The country has since rebounded, with budget cuts combined with
growth in tourism and fisheries set to send the economy above its
pre-crisis level of output, The Telegraph says, citing a recent
report from the International Monetary Fund.
=============
I R E L A N D
=============
BANK OF IRELAND: S&P Assigns 'B-' Rating to Proposed AT1 Secs.
--------------------------------------------------------------
Standard & Poor's Ratings Services said that it had assigned its
'B-' long-term issue rating to the proposed fixed rate reset
additional Tier 1 (AT1) perpetual contingent temporary write-down
securities to be issued by Bank of Ireland (BOI; BB+/Positive/B).
The rating is subject to S&P's review of the notes' final
documentation.
This is BOI's first AT1 issue. In accordance with S&P's criteria
for hybrid capital instruments, the 'B-' issue rating reflects
S&P's analysis of the proposed instrument and its assessment of
the stand-alone credit profile (SACP) of BOI. The issue rating
stands five notches below the 'bb+' SACP of BOI and reflects
these:
-- Two notches for subordination.
-- Two notches for non-payment risk and regulatory Tier 1
status.
-- The deduction of a fifth notch under step 1c of the
criteria, reflecting the proposed issue's mandatory
contingent capital clause leading to principal write-down.
According to this clause, a write-down would occur if BOI's
common equity Tier 1 ratio fell below 5.125%, which S&P
views as a non-viability trigger.
Once the securities have been issued and confirmed as part of the
issuer's Tier 1 capital base, S&P expects to assign
"intermediate" equity content to them under its criteria. This
reflects S&P's view that they can absorb losses on a going-
concern basis through discretionary coupon cancellation, they are
perpetual, and there is no coupon step-up.
CELTIC RESIDENTIAL 9: Moody's Affirms B3 Rating on Class B Notes
----------------------------------------------------------------
Moody's Investors Service confirmed the ratings of nine notes and
affirmed the rating of one note in four Irish residential
mortgage-backed securities transactions: Celtic Residential Irish
Mortgage Securitisation No. 9 Plc (Celtic 9), Celtic Residential
Irish Mortgage Securitisation No. 14 Ltd. (Celtic 14), Celtic
Residential Irish Mortgage Securitisation No. 15 Ltd (Celtic 15)
and Celtic Residential Irish Mortgage Securitisation No. 16 Ltd
(Celtic 16).
The rating actions are prompted by (i) the conclusion of the
review of the rating of various counterparties and (ii) the
sufficiency of credit enhancement in these transactions.
The rating actions conclude the placement on review for upgrade
of class A2 in Celtic 9 and the placement on review for downgrade
of all rated tranches in Celtic 14, Celtic 15 and Celtic 16 after
the updates to several Moody's structured finance rating
methodologies.
Following this, Ulster Bank Ireland Limited's long term domestic
deposit rating was confirmed at Baa3 and its Counterparty Risk
Assessment was assigned at Baa1(cr) on the June 3, 2015. UBIL
acts as the originator and servicer in all four transactions. It
also acts as the account bank in Celtic 14, Celtic 15 and Celtic
16.
The confirmations and affirmation reflect Moody's view that the
available credit enhancement is sufficient to maintain the
current rating on the affected notes.
The rating actions took into consideration the notes' exposure to
relevant counterparties, such as servicer, account banks or swap
providers. Moody's incorporated the updates to its structured
finance methodologies in its analysis of the transactions
affected by today's rating actions (see "Moody's updates several
structured finance rating methodologies in light of its new
counterparty risk assessment for banks", published on 16 March
2015).
Moody's now matches banks' exposure in structured finance
transactions to the CR Assessment for commingling risk, and to
the bank deposit rating when analyzing set-off risk. Moody's has
introduced a recovery rate assumption of 45% for both exposures.
Moody's considered how the liquidity available in the
transactions and other mitigants support continuity of note
payments, in case of servicer default, using the CR Assessment as
a reference point for servicers or cash mangers. The ratings of
the senior notes are capped in the single A range due to
operational risk as per the 'Global Structured Finance
Operational Risk Guidelines' published by Moody's Investors
Service on the 16th March 2015. The current CR Assessment of the
servicer, UBIL, at Baa1(cr) coupled with the absence of any back
up servicing arrangements is the reason behind this cap.
Moody's also assessed the default probability of each
transaction's account bank providers by referencing the bank's
deposit rating.
Moody's analysis considered the risks of additional losses on the
notes if they were to become unhedged following a swap
counterparty default by using the CR Assessment as reference
point for swap counterparties.
The key collateral assumptions for Celtic 9, Celtic 14, Celtic 15
and Celtic 16 remain unchanged as part of this review. The
performance of the underlying asset portfolios remain in line
with Moody's assumptions. Moody's also has a stable outlook for
Irish RMBS transactions.
The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework", published in
January 2015.
The analysis undertaken by Moody's at the initial assignment of
ratings for RMBS securities may focus on aspects that become less
relevant or typically remain unchanged during the surveillance
stage. Please see Moody's Approach to Rating RMBS Using the MILAN
Framework for further information on Moody's analysis at the
initial rating assignment and the on-going surveillance in RMBS.
Factors that would lead to an upgrade or downgrade of the
ratings:
Factors or circumstances that could lead to an upgrade of the
ratings include (1) further decrease in sovereign risk; (2)
better-than-expected performance of the underlying collateral;
(3) deleveraging of the capital structure; and (4) improvements
in the credit quality of the transaction counterparties.
Factors or circumstances that could lead to a downgrade of the
ratings include (1) an increase in sovereign risk; (2) worse-
than-expected performance of the underlying collateral; (3)
deterioration in the notes' available credit enhancement; and (4)
deterioration in the credit quality of the transaction
counterparties.
Issuer: CELTIC RESIDENTIAL IRISH MORTGAGE SECURITISATION NO. 9
PLC
-- EUR1067.5 million A2 Notes, Confirmed at A3 (sf); previously
on Mar 20, 2015 A3 (sf) Placed Under Review for Possible
Upgrade
-- EUR70 million B Notes, Affirmed B3 (sf); previously on Jan
23, 2015 Upgraded to B3 (sf)
Issuer: CELTIC RESIDENTIAL IRISH MORTGAGE SECURITISATION NO. 14
LTD
-- EUR1000 million A1 Notes, Confirmed at A1 (sf); previously
on Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Downgrade
-- EUR1000 million A2 Notes, Confirmed at A1 (sf); previously
on Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Downgrade
-- EUR1000 million A3 Notes, Confirmed at A1 (sf); previously
on Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Downgrade
Issuer: CELTIC RESIDENTIAL IRISH MORTGAGE SECURITISATION NO. 15
LTD
-- EUR700 million A1 Notes, Confirmed at A1 (sf); previously on
Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Downgrade
-- EUR700 million A2 Notes, Confirmed at A1 (sf); previously on
Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Downgrade
-- EUR700 million A3 Notes, Confirmed at A1 (sf); previously on
Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Downgrade
Issuer: CELTIC RESIDENTIAL IRISH MORTGAGE SECURITISATION NO. 16
LTD
-- EUR260 million A1 Notes, Confirmed at A1 (sf); previously on
Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Downgrade
-- EUR260 million A2 Notes, Confirmed at A1 (sf); previously on
Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Downgrade
CLERYS DEPARTMENT: Liquidation a Real Blow to 130 Workers
---------------------------------------------------------
sinnfein.ie reports that Fein TD for Dublin Central, Mary Lou
McDonald, responded to news that the Clerys department store has
gone into liquidation.
The report notes that Deputy McDonald said:
"I am shocked and disappointed to hear that Clerys will not be
opening its doors tomorrow. Though no one would like to see the
possible loss of the store itself, which is an iconic Dublin
feature, what really concerns me is the 130 employees who have
lost their jobs.
"These employees were given absolutely no notice that they would
no longer have their jobs. Some of these people have worked in
the store all their lives. It has been known for some time that
the store was in difficulty. The disregard for workers rights is
appalling.
"Siptu is currently in talks with the new owners. My thoughts are
with the Clerys workers who find themselves in this awful
position. Whatever the outcome of the discussions, the rights and
entitlements of these workers must be absolutely protected."
DEPFA BANK: Moody's Lowers Sr. Debt Rating to Ba1/Not Prime
-----------------------------------------------------------
Moody's Investors Service downgraded to Ba1/Not-Prime from
Baa3/Prime-3 the senior debt and deposit ratings of DEPFA Bank
plc (DEPFA), the deposit rating of DEPFA ACS Bank (DEPFA ACS),
and the backed issuer and deposit ratings of Hypo Public Finance
Bank (HPFB). DEPFA's subordinated debt rating was upgraded to B2
from Caa3. Concurrently, Moody's upgraded the baseline credit
assessments (BCAs) of DEPFA and its rated subsidiaries to b2 from
caa2. The outlook on the group's long-term debt and deposit
ratings is stable.
Furthermore, Moody's assigned Counterparty Risk (CR) assessments
to DEPFA and its rated subsidiaries and branches of
Baa3(cr)/Prime-3(cr).
Moody's said that the rating actions and the assigned CR
Assessment follow the implementation of its new bank rating
methodology and specifically the introduction of advanced Loss
Given Failure (LGF) analysis and the agency's revised assumptions
regarding government support in light of restrictions for
government support under the European Bank Recovery and
Resolution Directive (BRRD). The action also incorporates the
impact of the new bank rating methodology on the BCA.
In light of the new bank rating methodology, the actions reflect
the following considerations (1) the "Strong+" macro profile
applicable to DEPFA group, which reflects its mostly non-Irish
asset base; (2) the group's financial profile and related
qualitative factors, which are impacted by the ongoing unwinding
of DEPFA's mono-line business and accruing operating losses; (3)
protection offered to creditors more senior in the creditor
hierarchy, as captured by Moody's Advanced LGF liability
analysis; and (4) the reduced likelihood of support from the
German government (Aaa stable).
In addition, the hybrid ratings of DEPFA's funding vehicles DEPFA
Funding II LP; DEPFA Funding III LP, and DEPFA Funding IV LP were
upgraded by one notch to Ca(hyb) from C(hyb).
This rating action concludes the review on DEPFA group's debt,
deposit and issuer ratings which the rating agency initiated on
March 17, 2015 following the publication of its new bank rating
methodology.
For its own business reasons, Moody's has withdrawn the outlook
on the rating of DEPFA's subordinated debt instruments.
The new methodology includes a number of elements that Moody's
has developed to help accurately predict bank failures and
determine how each creditor class is likely to be treated when a
bank fails and enters resolution. These new elements capture
insights gained from the crisis and the fundamental shift in the
banking industry and its regulation.
(1) MACRO PROFILE "STRONG+"
DEPFA group's macro profile derives from its asset base, which is
dominated by exposures to borrowers and issuers outside Ireland
(Baa1 stable), despite its domicile in that country. Given
concentrations in the United States (Aaa stable), Germany and
elsewhere in the EU, the group's individual macro profile is
"Strong+". DEPFA's exposure to Irish borrowers is very low, which
drives a macro profile for DEPFA that is considerably stronger
than the macro profile for Ireland, which is "Moderate+".
Irish banks benefit from a dynamic and open domestic economy with
a very high level of wealth, which counterbalances the country's
relatively small GDP. Susceptibility to event risk remains low
and funding conditions have materially improved.
(2) DEPFA'S b2 BCA REFLECTS ADEQUATE CAPITAL AND FUNDING, BUT
ALSO OPACITY OF ITS UNWINDING
Moody's new methodology for the positioning of bank BCAs has a
stronger focus on capital and funding, and de-emphasizes certain
qualitative factors, such as franchise value. DEPFA's b2 BCAs,
which the rating agency upgraded from caa2, thus reflects the
group's low asset risk, its capital reserves -- which represent a
buffer for expected operating losses -- and its fully matched
maturity profile of assets and liabilities. At the same time, the
banks' b2 BCA remains constrained by high sector and single-name
concentrations, the vulnerability of DEPFA's capital position to
accruing operational losses, and opacity in the context of the
ongoing unwinding of the group.
(3) PROTECTION OFFERED TO DEPOSITORS, SENIOR AND OTHER CREDITORS
CAPTURED BY MOODY'S ADVANCED LGF LIABILITY ANALYSIS
Irish banks are subject to the EU Bank Resolution and Recovery
Directive (BRRD), which Moody's considers to be an Operational
Resolution Regime. To reflect this, Moody's has introduced its
Loss Given Failure (LGF) analysis which has a positive effect on
DEPFA's debt and deposit ratings.
The rating agency applies the following assumptions to DEPFA
group: Residual tangible common equity (TCE) of 2.77% and losses
post-failure of 8% of tangible banking assets, a 25% run-off in
junior wholesale deposits, a 5% run-off in preferred deposits,
and a 25% probability of deposits being preferred to senior
unsecured debt. Moody's also assumes that the junior proportion
of deposits is in line with its estimated EU-wide average of 26%.
Except for residual TCE (which is typically 3%), these are
Moody's standard assumptions.
Based on these parameters and the substantial preference shares
in DEPFA's capital structure, which afford a buffer for the
group's more senior creditors in resolution, DEPFA group's debt
and deposit ratings include two notches derived from Moody's LGF
analysis.
(4) DECLINE IN THE LIKELIHOOD OF GOVERNMENT SUPPORT
Moody's says that the introduction of the BRRD has demonstrated a
reduction in the willingness of EU governments to bail-out banks.
That said, DEPFA is ultimately 100% owned by the German
government (Aaa stable), and DEPFA's direct owner, the German
Government's unwinding vehicle FMS Wertmanagement (FMS-WM, Aaa
stable) has some leeway to render assistance during the group's
unwinding process, for instance by taking measures that reduce
costs and lower the group's operating losses. In addition,
Moody's takes the view that FMS-WM's ownership of the majority of
DEPFA's EUR1.2 billion hybrid instruments can be applied to delay
or avoid the bank's failure. Moody's therefore maintains two
notches of support in the senior debt and deposit ratings of
DEPFA and its rated subsidiaries, which compare with eight
notches previously, reflecting the assumption of "high" support.
Moody's has upgraded the hybrid ratings of DEPFA's funding
vehicles DEPFA Funding II LP; DEPFA Funding III LP, and DEPFA
Funding IV LP based on the loss on their issued preference shares
reflected by the purchase price used in the recent purchase of
these instruments by DEPFA's owner, FMS-WM. The instruments'
aggregate nominal value of EUR 1.2 billion was purchased for a
total consideration of EUR 741 million, implying a valuation
between 58% and 61.5%. Moody's notes that the implied loss was
slightly below its expectations, but that there is no prospect of
future coupon payments, which are at the bank's discretion.
The stable outlook on DEPFA's long-term debt and deposit ratings
reflects Moody's view that the probability of DEPFA's fully-
phased-in Common Equity Tier 1 (CET1) ratio remaining at or above
10% over the next 12 to 18 months is relatively high.
As part of the actions, Moody's has also assigned Baa3(cr)/Prime-
3 Counterparty Risk Assessments to DEPFA and its branches and
rated subsidiaries. CR Assessments are opinions of how
counterparty obligations are likely to be treated if a bank
fails, and are distinct from debt and deposit ratings in that
they (1) consider only the risk of default rather than expected
loss; and (2) apply to counterparty obligations and contractual
commitments rather than to debt or deposit instruments. The CR
Assessment is an opinion of the counterparty risk related to a
bank's covered bonds, contractual performance obligations
(servicing), derivatives (e.g., swaps), letters of credit,
guarantees and liquidity facilities.
The CR Assessment takes into account the issuer's standalone
strength as well as the likelihood of affiliate and government
support in the event of need, reflecting the anticipated
seniority of these obligations in the liabilities hierarchy. The
CR Assessment also incorporates other steps authorities can take
to preserve the key operations of a bank should it enter a
resolution.
The starting point for the CR Assessments of DEPFA and its
subsidiaries and branches is the banks' b2 Adjusted BCA, to which
Moody's then applies an Advanced LGF approach that takes into
account the level of subordination in the bank's liability
structure, and incorporates the same support assumptions as
applied to deposit and senior unsecured debt ratings. As a
result, the CR Assessment for Irish banks is typically one notch
higher than their senior unsecured debt and deposit ratings,
reflecting Moody's view that authorities are likely to honour the
operating obligations the CR Assessment refers to in order to
preserve a bank's critical functions and reduce potential for
contagion.
The banks' BCAs could be upgraded due to (1) reducing operating
losses; and (2) higher capital levels which may be achieved by
FMS-WM converting hybrid capital into common equity.
The banks' BCAs could be downgraded due to (1) a material
deterioration in its asset quality; (2) a failure to mitigate
operating losses, especially if these losses reduce capital
levels faster than currently anticipated; and/or (3) a
deterioration in liquidity and funding.
If DEPFA's subordinated instruments increase (or decrease)
relative to the group's tangible banking assets, this could
result in additional (or fewer) notches of uplift resulting from
Moody's LGF analysis. A material reduction could result from a
conversion of hybrid capital into equity, if this was required to
avoid default, which may nevertheless weigh on DEPFA's debt and
deposit ratings.
The principal methodology used in these ratings was Banks
published in March 2015.
IRISH PRIDE: Goes Into Receivership
-----------------------------------
RTE News reports that Irish Pride Bakeries has confirmed the
company has gone into receivership.
Declan Taite and Pearse Farrell of Duff & Phelps have been
appointed as joint receivers to Irish Pride, who operate
manufacturing facilities at Ballinrobe, Co Mayo and Taghmon in Co
Wexford, according to RTE News.
The report notes that the receivers will continue to trade the
business, which employs 340 people, with the aim of maintaining
the supply of product to the market.
The receivers will look to sell the business and assets of Irish
Pride as a going concern, the report relays.
The company was sold by investment group One51 to WHW Bakeries, a
business controlled by Garret and William Lloyd, for an
undisclosed sum last year, the report discloses.
Staff members were informed of the development via a letter from
Irish Pride Managing Director John Keenan, the report adds.
It is one of the country's biggest manufacturers of branded and
own-label bread products, which it sells nationwide. The
company makes 15,500 deliveries of wrapped bread and soft rolls
to retailers across Ireland every week.
=========
I T A L Y
=========
EUROHOME MORTGAGES 2007-1: Fitch Affirms C Ratings on 4 Tranches
----------------------------------------------------------------
Fitch Ratings has affirmed six tranches of Eurohome Mortgages, a
pan-European RMBS transaction comprising assets originated by
Deutsche Bank (DB, A-/Negative/F1) through its Italian platform,
DB Mutui S.p.A. (67.3% of the current pool) and German platform
(32.7%).
Class A (ISIN XS0309227279): affirmed at 'CCCsf'; Recovery
Estimate revised to 90% from 95%
Class B (ISIN XS0309230497): affirmed at 'CCsf'; Recovery
Estimate 0%
Class C (ISIN XS0309232196): affirmed at 'Csf'; Recovery
Estimate 0%
Class D (ISIN XS0309232600): affirmed at 'Csf'; Recovery
Estimate 0%
Class E (ISIN XS0309233244): affirmed at 'Csf'; Recovery
Estimate 0%
Class X (ISIN XS0309234309): affirmed at 'Csf'; Recovery
Estimate 0%
Key Rating Drivers
Weak Asset Performance
Performance of the underlying assets in the two portfolios
remains weak. Loans in arrears by more than three months in the
Italian portion of the portfolio reached 38.3% (of the Italian
collateral) in May 2015, while the portion of borrowers with
three or more missed installments in the German pool have been
broadly stable at 20.4%, since the beginning of 2011. This
compares with the more than 90 day delinquency index of Fitch-
rated RMBS transactions of 1.5% for Italy and 0.5% for Germany.
The cumulative gross default rate for the total portfolio equals
approximately 16%, up from 14.8% a year ago.
Limited Recoveries
Fitch reiterates that the recoveries collected by servicers to
date are fairly low compared with the amount of defaulted loans.
The timing and amount of future recoveries remain uncertain,
especially for the Italian portion of the portfolio as the
recovery process in Italy is lengthy and cumbersome.
Increasing Principal Deficiency Ledger (PDL)
The poor performance of the underlying assets -- and the lack of
excess spread -- has meant that the reserve fund, which was fully
utilized in February 2009, remains depleted. The PDL has reached
as far as 72% of the class B notes balance. Given the current
pace of defaults and loss recognition in the two portfolios,
Fitch expects the class A PDL to be reached in approximately 18
months, at which point the class B note interest will no longer
be paid, as is already the case for the class C to X notes.
RATING SENSITIVITIES
Given the low rating levels of the notes, further negative rating
actions may be triggered by an actual default on the notes,
starting with the most junior notes.
Recoveries on defaulted assets beyond Fitch's assumptions that
result in the reversal of the PDL and replenishment of the
reserve fund may lead to positive rating actions on the notes,
starting with the most senior classes.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation
to this rating action.
DATA ADEQUACY
Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pools and the transaction. There were no findings that were
material to this analysis. Fitch has not reviewed the results of
any third party assessment of the asset portfolios information or
conducted a review of origination files as part of its ongoing
monitoring.
Fitch did not undertake a review of the information provided
about the underlying asset pools ahead of the transaction's
initial closing. The subsequent performance of the transaction
over the years is consistent with the agency's expectations given
the operating environment and Fitch is therefore satisfied that
the asset pools information relied upon for its initial rating
analysis was adequately reliable.
Overall, Fitch's assessment of the information relied upon for
the agency's rating analysis according to its applicable rating
methodologies indicates that it is adequately reliable.
ITALFINANCE SECURITISATION 2: Moody's Lifts D Notes Rating to B1
----------------------------------------------------------------
Moody's Investors Service upgraded the ratings on seven notes and
confirmed the ratings on four notes in three Italian asset-backed
securities transactions: Italfinance Securitisation Vehicle
S.r.l. (ITA 8), Italfinance Securitisation Vehicle 2 S.r.l. (ITA
9) and Leasimpresa Finance S.r.l. (LF 2). The three affected
deals are all backed by small-ticket leases.
The rating action follows the assignment of a Ba2 (cr)
Counterparty Risk Assessment (CR Assessment) to Banco Popolare
Societa Cooperativa (BPSC), and the confirmation of the senior
unsecured rating of Banca Italease S.p.A at Ba3 on 27 May 2015.
The main drivers behind the upgrades are (1) the introduction of
the CR Assessment to Banco Popolare Societa Cooperativa and (2)
deleveraging since the last rating actions for the deals in
February 2015.
Moody's analysis takes into account the collateral performance to
date as well as the exposure to relevant counterparty servicers,
account banks and swap providers. The main assumptions (default
probability, volatility, recovery rates) have not changed given
that performances trend is in line with what we observed during
the last rating actions in February 2015. Moody's performed model
sensitivity test to key collateral assumptions (default
probability and volatility), which only constrained the
transactions' ratings of Class A in ITA 8 and LF 2.
Moody's introduced the CR Assessment for banks as part of its
revised bank rating methodology. The CR Assessment reflects an
issuer's ability to avoid defaulting on certain obligations and
contractual commitments, including payment obligations associated
with derivatives, letters of credit, third-party guarantees,
servicing and trustee obligations and other operational
obligations. The CR Assessment applicable for the three
transactions is Ba2 (cr) and is that of Banco Popolare Societa
Cooperativa, the parent of the originator/servicer of the three
transactions, namely Banca Italease S.p.A (Bance Italease). As
per our methodology ("Cash Commingling Risk in EMEA ABS and RMBS
Transactions: Moody's Approach"), we now use BPSC's CR Assessment
at Ba2 (cr), rather than its senior unsecured debt rating of Ba3,
to measure the probability of a commingling risk event. The
commingling exposure using the CR Assessment, combined with a
little deleveraging since the February 2015 rating action,
results in upgrades for most tranches.
ITA 8, ITA 9 and LF 2 have a strong linkage with the originator,
Banca Italease (Senior Unsecured Rating Ba3, outlook stable). The
observed performance of these transactions, which is in line with
Moody's assumptions so far, is conditioned by the obligation of
the originator to repurchase defaulted loans (for a minimum price
of 75% of their outstanding amount). Thus, the modelling of the
linkage of the transaction to Banca Italease's obligation to
repurchase defaulted loans used Banca Italease's senior unsecured
rating of Ba3, unchanged from last rating action.
Moody's has not amended its default, recovery and volatility
assumptions for these transactions, given that the assumptions
were already updated in February 2015 and that no new element has
taken place to justify a modification of these assumptions.
When modelling cash flows, Moody's maintained the recovery rate
assumptions of ITA 8, ITA 9 and LF 2 at 75% based on Banca
Italease's repurchase obligation. However, Moody's assumed that
the recovery rate would go down to 15% upon Banca Italease's
default. Legal uncertainty regarding the rights of the special
purpose vehicles to recover amounts on the lease contracts upon
originator's default drives this assumption. This feature
increases the dependence of the notes' ratings on Banca
Italease's rating.
For ITA 8, the credit enhancement (CE) under the Class A, Class
B, Class C and Class D Notes has increased since December 2014 to
43.6% from 41.8%, to 33.3% from 31.2%, to 26.4% from 24.0% and to
24.1% from 21.6%, respectively. The limited increase in CE
results from pro rata amortization of the notes.
Performance has been in line with Moody's expectations, with a
net cumulative default ratio of 1.98%.
For ITA 9, the CE under the Class A, Class B, Class C and Class D
Notes has increased since October 2014 to 33.6% from 32.8%, to
20.6% from 19.6%, to 11.7% from 10.7% and to 8.8% from 7.7%,
respectively. The limited increase in CE results from pro rata
amortization of the notes.
Performance has been in line with Moody's expectations, with a
net cumulative default ratio of 2.74%, slightly below the
sequential amortization trigger level of 2.75%.
For LF 2, the CE under the Class A, Class B and Class C Notes has
increased since December 2014 to 34% from 32.8%, to 25.5% from
24.0% and to 23.9% from 22.5%, respectively. The limited increase
in CE results from pro rata amortization of the notes.
Performance has been in line with Moody's expectations, with a
net cumulative default ratio of 2.95%, slightly below the
sequential amortization trigger level of 3.00%.
The rating actions took into consideration the notes' exposure to
relevant counterparties, such as servicers, account banks or swap
providers. Moody's considered how the liquidity available in the
transactions and other mitigants support continuity of note
payments, in case of servicer default. The rating agency also
assessed the default probability of each transaction's account
bank providers. Moody's analysis considered the risks of
additional losses on the notes in the event of them becoming
unhedged, following a swap counterparty default. The exposure to
counterparties limited none of the transactions' upgrades.
To ensure rating stability and to test the sensitivity of the
notes ratings, Moody's ran stressed scenarios in cash flow models
before upgrading ratings on the relevant notes.
The stressed scenarios assume (1) 25% stresses for the default
probability assumption for ABS and (2) a 20% increase in the
portfolio CE assumption. Moody's upgraded the ratings when the
negative rating impact resulting from the above test was within
the sensitivity tolerance. The sensitivity analysis for Moody's
key collateral assumptions did not constrain the upgrades.
The principal methodology used in these ratings was "Moody's
Approach to Rating ABS Backed by Equipment Leases and Loans"
published in January 2015.
Factors or circumstances that could lead to an upgrade of the
ratings are (1) a lower probability of high-loss scenarios as a
result of an upgrade of the country ceiling, (2) performance of
the underlying collateral that exceeds Moody's expectations, (3)
deleveraging of the capital structure and (4) improvements in the
credit quality of the transaction counterparties.
Factors or circumstances that could lead to a downgrade of the
ratings are (1) an increased probability of high-loss scenarios
as a result of a downgrade of the country ceiling, (2)
performance of the underlying collateral that does not meet
Moody's expectations, (3) deterioration in the notes' available
CE and (4) deterioration in the credit quality of the transaction
counterparties.
Issuer: Italfinance Securitisation Vehicle S.r.l. (ITA 8)
-- EUR959 million A Notes, Confirmed at A1 (sf); previously on
Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Upgrade
-- EUR83 million B Notes, Upgraded to A3 (sf); previously on
Mar 20, 2015 Baa1 (sf) Placed Under Review for Possible
Upgrade
-- EUR56 million C Notes, Upgraded to Baa2 (sf); previously on
Mar 20, 2015 Baa3 (sf) Placed Under Review for Possible
Upgrade
-- EUR18.5 million D Notes, Upgraded to Baa3 (sf); previously
on Mar 20, 2015 Ba1 (sf) Placed Under Review for Possible
Upgrade
Issuer: Italfinance Securitisation Vehicle 2 S.r.l. (ITA 9)
-- EUR1442.4 million A Notes, Confirmed at A3 (sf); previously
on Mar 20, 2015 A3 (sf) Placed Under Review for Possible
Upgrade
-- EUR125 million B Notes, Confirmed at Ba1 (sf); previously on
Mar 20, 2015 Ba1 (sf) Placed Under Review for Possible
Upgrade
-- EUR84.3 million C Notes, Upgraded to Ba3 (sf); previously on
Mar 20, 2015 B1 (sf) Placed Under Review for Possible
Upgrade
-- EUR27.9 million D Notes, Upgraded to B1 (sf); previously on
Mar 20, 2015 B2 (sf) Placed Under Review for Possible
Upgrade
Issuer: Leasimpresa Finance S.r.l. (LF 2)
-- EUR931.5 million A Notes, Confirmed at A1 (sf); previously
on Mar 20, 2015 A1 (sf) Placed Under Review for Possible
Upgrade
-- EUR57.2 million B Notes, Upgraded to A3 (sf); previously on
Mar 20, 2015 Baa1 (sf) Placed Under Review for Possible
Upgrade
-- EUR10.3 million C Notes, Upgraded to Baa2 (sf); previously
on Mar 20, 2015 Baa3 (sf) Placed Under Review for Possible
Upgrade
=====================
N E T H E R L A N D S
=====================
LEO-MESDAG BV: S&P Removes B- Note Ratings From Watch Negative
--------------------------------------------------------------
Standard & Poor's Ratings Services removed from CreditWatch
negative its credit ratings on LEO-MESDAG B.V.'s class A, B, C,
D, and E notes.
On April 21, 2015, S&P placed on CreditWatch negative its ratings
on these classes of notes.
Dutch commercial mortgage-backed securities (CMBS) transaction
LEO-MESDAG has terms that require step-up amounts to be paid on
all classes of notes if the underlying loan is not refinanced
before August 2014.
On the January 2015 interest payment date (IPD), the notes
received step-up amounts lower than their respective step-up
coupons.
In May 2015, the issuer announced that, due to a manifest error,
it has modified the definition of the step-up available amount.
As a result, the notes received step-up amounts equal to their
respective step-up coupons on the May 2015 IPD. The class A, B,
C, D, and E notes also received additional payments to recover
the step-up amounts not received on the January 2015 IPD.
LEO-MESDAG is a Dutch CMBS transaction that closed in September
2006, with an initial note balance of EUR1.05 billion.
RATINGS LIST
LEO-MESDAG B.V.
EUR1.05 bil commercial mortgage-backed floating-rate notes
Rating Rating
Class Identifier To From
A XS0266637171 BBB+ (sf) BBB+ (sf)/Watch Neg
B XS0266638146 BBB (sf) BBB (sf)/Watch Neg
C XS0266642171 BB- (sf) BB- (sf)/Watch Neg
D XS0266642767 B- (sf) B- (sf)/Watch Neg
E XS0266644383 B- (sf) B- (sf)/Watch Neg
SAMVARDHANA MOTHERSON: S&P Affirms 'BB+' CCR, Outlook Stable
------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB+' long-term
corporate credit rating on The Netherlands-based Samvardhana
Motherson Automotive Systems Group B.V. The outlook is stable.
At the same time, S&P assigned its 'BB+' issue rating to SMRP's
EUR100 million senior secured notes. The '4' recovery rating on
these instruments indicates S&P's expectation of average recovery
in the event of a payment default, in the lower half of the 30%-
50% range. S&P also affirmed its 'BB+' issue rating on SMRP's
existing EUR500 million senior secured notes. The '4' recovery
rating remains unchanged, indicating S&P's expectations of an
average recovery, in the lower half of the 30%-50% range, in the
event of a payment default.
The rating on SMRP reflects S&P's 'bb' assessment of the group's
stand-alone credit profile (SACP) and one notch of uplift to
reflect the 'bb+' group credit profile for SMRP's parent,
Motherson Sumi Systems Ltd. (MSSL).
SMRP is a global Tier-1 automotive component supplier, mainly to
large European automotive manufacturers. The company is divided
into two divisions: Samvardhana Motherson Reflectec (SMR),
acquired in March 2009; and Samvardhana Motherson Peguform (SMP),
acquired in November 2011. SMP also acquired Scherer & Trier
(renamed as SMIA) in February 2015. SMR is a leading
manufacturer of automotive exterior and interior mirror systems.
SMP makes polymer-based automotive modules and specializes in
interior and exterior car components, such as bumpers, instrument
panels, and door panels. In the fiscal year ended March 31,
2015, SMRP reported total revenues of EUR3.5 billion.
S&P's 'bb' assessment of SMRP's SACP reflects S&P's assessments
of its "fair" business risk profile and "significant" financial
risk profile. In S&P's view, the group's business risk profile
is supported by SMRP's solid market positions for mirror systems,
bumpers, door, and instrument panels; its long-standing
relationships with car manufacturers; and its existing order
backlog for different automotive platforms. These strengths are
offset by a high customer concentration -- SMRP generates about
60% of revenues from German carmaker Volkswagen group -- and no
after-market business.
SMRP's main shareholder, with a stake of 51%, is MSSL (not
rated). Samvardhana Motherson International Ltd. (not rated)
holds the remaining 49%. As a result of the shareholder
structure, S&P applies its group rating methodology to determine
the issuer credit rating on SMRP. Under S&P's criteria, it
classifies SMRP as a "core" entity of MSSL. S&P bases this
classification on its view that SMRP is unlikely to be sold, has
MSSL's long-term commitment, constitutes a material proportion of
the consolidated MSSL group, and shares a brand with the main
group. Given that S&P's requirements for SMRP's treatment as a
"core" entity are satisfied, the rating on SMRP is equal to S&P's
'bb+' group credit profile for MSSL.
The stable outlook on SMRP reflects S&P's view that its operating
performance will remain resilient in the coming years, with
stable operating profitability. S&P expects that this will lead
to stable credit metrics, with FFO to debt of about 25% and debt
to EBITDA of about 2.5x.
An upgrade of SMRP is unlikely in the next few years, in S&P's
view, unless it revises upward its assessment of MSSL's group
credit profile. S&P would revise upward its group credit profile
on MSSL by one notch if S&P observed improvements in MSSL's
financial risk profile. However, S&P considers this scenario
unlikely, given that SMRP constitutes a significant part of
MSSL's overall financial performance and that S&P do not envisage
stronger financials for SMRP over the next few years.
A significant weakening of SMRP's credit metrics may put pressure
on the rating. However, S&P is unlikely to lower the rating on
SMRP as a result of weakening credit metrics, provided the
declines are offset by resilient performance of MSSL's other
activities. This is because S&P would factor additional parental
support from MSSL into the rating. Any negative change in MSSL's
group credit profile could negatively influence the rating on
SMRP.
Rating pressure might also arise if S&P was to reassess SMRP's
"core" status within the MSSL group, which could occur, for
example, if MSSL sold some of its shares in SMRP, ultimately
resulting in MSSL no longer having a controlling stake in SMRP.
Any loss of business from the Volkswagen group -- on which SMRP
relies heavily -- could have significant repercussions for SMRP.
TIKEHAU CLO: Fitch Assigns 'B-(EXP)sf' Rating to Class F Notes
--------------------------------------------------------------
Fitch Ratings has assigned Tikehau CLO B.V.'s notes expected
ratings as:
Class A-1: 'AAA(EXP)sf'; Outlook Stable
Class A-2: 'AAA(EXP)sf'; Outlook Stable
Class B: 'AA+(EXP)sf'; Outlook Stable
Class C: 'A(EXP)sf'; Outlook Stable
Class D: 'BBB(EXP)sf'; Outlook Stable
Class E: 'BB(EXP)sf'; Outlook Stable
Class F: 'B-(EXP)sf'; Outlook Stable
Subordinated notes: not rated
The assignment of the final ratings is contingent on the receipt
of final documents conforming to information already reviewed.
Tikehau CLO B.V. is an arbitrage cash flow collateralized loan
obligation (CLO).
KEY RATING DRIVERS
Moderate Portfolio Credit Quality
Fitch has public ratings or credit opinions on 64 of the 69
obligors in the identified portfolio and has determined the
average credit quality to be in the 'B' to 'B-' range. The
weighted average rating factor (WARF) of the identified portfolio
(68.1% of target par) is 32.7, while the covenanted maximum Fitch
WARF for assigning expected ratings is 35.0.
High Expected Recoveries
At least 90% of the portfolio will comprise senior secured
obligations. Recovery prospects for these assets are typically
more favorable than for second-lien, unsecured and mezzanine
assets. Fitch has assigned Recovery Ratings to 69 of the 74
obligations. The weighted average recovery rating (WARR) of the
identified portfolio is 69.2%, while the covenanted minimum Fitch
WARR for assigning expected ratings is 67.0%.
Partial Interest Rate Hedge
During the first five years of the transaction, interest rate
risk is naturally hedged for most of the portfolio, as fixed-rate
liabilities and assets initially represent 11.8% and up to 7.5%
of target par, respectively. As the fixed-paying class A-2 notes
are senior in the structure and switch to floating after five
years, the notional amount of fixed-rate liabilities will reduce
after the reinvestment period, limiting the benefit of the hedge.
Unhedged Non-Euro Assets Exposure
The manager can invest up to 2.5% of the portfolio in unhedged
non-euro assets, which are purchased in the primary market. Any
unhedged asset in excess of the allowed limits or held for longer
than 90 days will receive a zero balance for the calculation of
the OC tests. Unhedged assets may only be purchased if after a
haircut of 50% the portfolio notional amount is still above
target par.
Hedged Non-Euro Assets Exposure
The transaction is permitted to invest up to 20% of the portfolio
in non-euro assets, provided perfect asset swaps can be entered
into.
TRANSACTION SUMMARY
Net proceeds from the issuance of the notes are being used to
purchase a EUR340 mil. portfolio of mostly euro-denominated
leveraged loans and bonds. The transaction features a four-year
reinvestment period and the portfolio is managed by Tikehau
Capital Europe Limited.
The transaction documents may be amended subject to rating agency
confirmation or note-holder approval. Where rating agency
confirmation relates to risk factors, Fitch will analyze the
proposed change and may provide a rating action commentary if the
change has a negative impact on the then current ratings. Such
amendments may delay the repayment of the notes as long as
Fitch's analysis confirms the expected repayment of principal at
the legal final maturity.
If in the agency's opinion the amendment is risk-neutral from a
rating perspective, Fitch may decline to comment. Noteholders
should be aware that the structure considers the confirmation to
be given if Fitch declines to comment.
RATING SENSITIVITIES
-- A 25% increase in the expected obligor default probability
would lead to a downgrade of one to three notches for the
rated notes.
-- A 25% reduction in expected recovery rates would lead to a
downgrade of one to three notches for the rated notes.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation
to this rating action.
DATA ADEQUACY
The majority of the underlying assets have ratings or credit
opinions from Fitch and/or other Nationally Recognized
Statistical Rating Organizations and/or European Securities and
Markets Authority registered rating agencies. Fitch has relied
on the practices of the relevant Fitch groups and/or other rating
agencies to assess the asset portfolio information.
Overall, Fitch's assessment of the asset pool information relied
upon for the agency's rating analysis according to its applicable
rating methodologies indicates that it is adequately reliable.
===============
P O R T U G A L
===============
EDA - ELECTRICIDADE: Moody's Lifts Sr. Unsec Issuer Rating to Ba3
-----------------------------------------------------------------
Moody's Investors Service upgraded to Ba3 from B1 the senior
unsecured issuer rating of EDA--Electricidade dos Acores, S.A.,
the Portuguese utility. The outlook remains stable.
The upgrade of EDA's rating to Ba3 reflects the progress the
company has made with regard to strengthening its liquidity
profile and reducing debt over the last eighteen months against
the background of an improving macroeconomic environment and
market conditions for Portuguese issuers. It also takes account
of the regulatory settlement for 2015-2017, which resulted in
lower returns and tighter efficiency factors, and Moody's
expectation that EDA should nevertheless be able to deliver a
financial profile over the regulatory period which is consistent
with its Ba3 rating.
The upgrade takes account that the Portuguese economy has been on
an improving trend since early 2014 after three years of
contraction. Moody's forecast is for GDP growth in Portugal of
1.7% in 2015, which should be reflected also in a strengthening
of the economy in the Autonomous Region of Azores (RAA, rated Ba2
stable), and supportive of power demand overall, even if
moderated by the gradual adoption of energy efficiency measures.
Over 2014, EDA improved its financial profile and liquidity by
collecting EUR42 million receivables from the Portuguese
government and securing a EUR50 million EIB facility. Reported
net debt declined by EUR59 million to EUR243 million. EDA's
liquidity is also supported by approximately EUR93 million
guaranteed commercial paper programs which are undrawn and have
maturities between 2015 and 2019.
The Ba3 rating is supported by a relatively low business risk
profile, based upon: (1) EDA's position as the dominant
vertically integrated utility in the RAA; and (2) the fully
regulated nature of the company's activities in the context of a
relatively well-established and transparent regulatory framework.
At the same time, the rating factors in: (1) the small size of
the company, and its large investment and asset transition plan
whose objective is progressively to shift its generation mix from
thermal to renewables sources; (2) the costs and challenges
associated with operating in a small, relatively remote,
archipelago; and (3) the reduction in rates of return and the
tightening of efficiency factors under the 2015-2017 regulatory
period.
From the financial risk perspective, Moody's estimates that cash
flow generation will recover in 2015 from 2014 levels when funds
from operations (FFO) were negatively affected by adjustments for
an over-recovery of fuel costs in earlier years. The Ba3 rating
therefore factors in Moody's estimate that, notwithstanding lower
allowed rates of return, the normalization of regulatory revenues
will allow FFO/net debt to recover towards the mid-teens in 2015
from 11.7% in 2014.
In maintaining the stable outlook, Moody's expects that EDA will
continue to manage prudently its liquidity and to maintain
FFO/net debt in the low to mid-teens in the context of a
relatively stable regulatory and macroeconomic environment.
Positive rating pressure could develop if the company were to
develop a track record of progress towards delivery of its capex
program and asset transition plan whilst achieving the operating
efficiencies imposed by the regulator and maintaining FFO/net
debt in the mid-teens on a sustainable basis.
The ratings could be downgraded (1) if the company was unable to
make progress on executing its capital investment and asset
transition plan or to achieve the efficiency targets imposed by
the regulator, whilst FFO/net debt deteriorated to be
consistently below double digits; and/or (2) if the company was
unable to raise debt in the domestic or international markets
leading to a deterioration in EDA's liquidity position.
Any upward or downward movement in EDA's rating will also be
considered in the context of the evolution of the macroeconomic
environment in the Azores and in Portugal.
The methodologies used in this rating were Regulated Electric and
Gas Utilities published in December 2013, and Government-Related
Issuers published in October 2014.
EDA - Electricidade dos Acores, S.A. is the dominant vertically
integrated utility in Azores, 50.01% owned by the Autonomous
Region of Azores. In the year to December 2014, the company
reported revenues of EUR191 million and operating profit of EUR16
million.
===========
R U S S I A
===========
KOKS FINANCE: Fitch Rates Loan Participation Notes 'B(EXP)'
-----------------------------------------------------------
Fitch Ratings has published expected ratings for KOKS Finance
Limited's new loan participation notes at 'B(EXP)'/'RR4'. KOKS
Finance Limited is a subsidiary of Russian pig iron company OAO
KOKS Group (KOKS, B/Stable).
The new notes, offered in an exchange offer for outstanding
USD350 mil., LPNs will have a maturity of 3.5 years and a coupon
rate of 10.75%. The new notes will have the same guarantee and
security structure as the existing ones.
The LPNs are rated at the same level as KOKS's Issuer Default
Rating of 'B' as they will represent direct, senior and unsecured
obligations of the company.
The final ratings are contingent on the receipt of final
documents conforming to information already reviewed.
The 'B' rating reflects KOKS's small size, limited operational
diversification and fairly high leverage. At the same time the
company has a strong market position in pig iron and coke and
targets 100% self-sufficiency in iron ore and coking coal by 2018
to become a fully vertically integrated metallurgical group.
KOKS generated RUB12.1 billion of EBITDA (by Fitch's definition)
in 2014, mostly driven by rouble devaluation. Fitch expects
EBITDA to rise to RUB15 billion in 2015, again on the weaker
rouble.
KEY RATING DRIVERS
Small Size
Unlike major Russian steel companies KOKS is a fairly small
producer whose production chain is limited to pig iron. KOKS is
also limited in operational diversification with Tulachermet
being the only pig iron production site within the group.
Strong Market Position in Pig Iron
KOKS is the world's largest exporter of merchant pig iron and top
producer of merchant coke in Russia. In 2014 it controlled 16%
of the world's pig iron exports and 39% of total Russian pig iron
sales. KOKS accounted for 27% of total coke sales in Russia.
The company is geographically diversified in its pig iron sales
with a strong presence in markets such as the Americas, Europe,
Turkey and the Middle East.
Partial Vertical Integration
Currently KOKS is 66% self-sufficient in iron ore and 37% in
coking coal. With the commissioning of Tikhova mine in 2018 and
further production ramp-up at recently commissioned Butovskaya
mine, KOKS expects to achieve 100% self-sufficiency in coking
coal by 2018. With the Tikhova mine operational the company will
be a producer of high quality ZH-grade coking coal. The
commissioning of the iron ore deposit at Kombinat KMA Ruda in
2019 will bring KOKS's self-sufficiency in iron ore to 100%.
Strong Reserve Base
As of Sept. 30, 2010, proved and probable reserves under JORC
standards amounted to 115mt of coal and 285mt of iron ore with
33% of Fe content. At current production levels, this implies
almost 70 years of remaining operating life for coal production
and 50 years for iron ore production.
Exposure to Steel
Along with its two partners, Dilon Cooperatief U.A. and OOO
Steel, KOKS is planning to develop a RUB30 billion steel project
in the Tula region. A 2mtpa steel plant is expected to be
commissioned in 2H16. As the plant will be fed with pig iron
produced by Tulachermet, a KOKS subsidiary, the steel project
should integrate seamlessly into KOKS's business model and raise
value creation. The steel plant is expected to produce
construction and high quality specialty steel. Seventy per cent
of the project will be funded by project finance and the
remaining 30% by the partners and KOKS via equity.
Solid Financial Performance
KOKS's financial performance was solid in 2014. The company
reported an EBITDA (Fitch's definition) margin of 25.7%, 10.4pp
higher than in 2013. Improvement in profit margin was primarily
driven by rouble devaluation and effective cost control measures
such as idling inefficient and high-cost coal deposits and
ramping up production at low-cost ones.
Fitch expects a further improvement of EBITDA margin in 2015 to
28%, due to increased vertical integration, rouble depreciation
and more efficient pig iron production. Thereafter EBITDA margin
is expected to decline due to cost inflation, which Fitch expects
to lag the rouble's fall. Free cash flow (FCF) over 2016-2018 is
expected to be neutral due to an increase in capital spending.
As a result funds from operations (FFO) gross leverage is
expected to decline to 2.8x in 2015, from 3.6x in 2014, but
remain slightly above 3.0x during 2016-2018.
Average Corporate Governance
Fitch assesses KOKS's corporate governance as average compared
with other Russian corporates; the country's overall poor
standards of governance and lack of legal safeguards are
constraints on the ratings.
KEY ASSUMPTIONS
Fitch's key assumptions within the rating case for KOKS include:
-- Average export price decline on pig iron of 15% YoY in
2015, 1% YoY in 2016 and flat afterwards
-- Profitability improvement in 2015 driven by weakness of
rouble with some reversal in 2016-2018 due to inflationary
pressure
RATING SENSITIVITIES
Positive: Future developments that may, individually or
collectively, lead to positive rating action include:
-- Further increase in vertical integration
-- Positive FCF across the cycle
-- FFO-adjusted gross leverage below 3x on a sustained basis
-- FFO fixed charge cover above 6x on a sustained basis (4.85x
at end-2014)
-- Successful implementation of steel project, without delay
or cost overruns
-- Improved liquidity in the form of consistently higher cash
balances or an improved maturity profile
Negative: Future developments that may, individually or
collectively, lead to negative rating action include:
-- Capital spending overrun causing further leverage increase,
i.e. FFO-adjusted gross leverage remaining above 4x after
2016
-- Significant deterioration of business operations caused by
adverse market conditions
-- Loss of access to a material portion of available undrawn
facilities
LIQUIDITY AND DEBT STRUCTURE
KOKS's liquidity continues to rely on undrawn committed long-term
facilities (end-2014: RUB10.9 billion) which comfortably cover
the gap between RUB0.9 billion cash and RUB8.1 billion short-term
debt. Fitch believes these facilities represent banks'
commitments to lend and are reliable for on-going debt rollover
and refinancing. However, such lines provided by Russian banks
may include options for banks to avoid commitment to lend should
the company's performance deteriorate.
=============
U K R A I N E
=============
AKELIUS RESIDENTIAL: S&P Rates SEK1.5BB 4-Yr. Senior Notes 'BB+'
----------------------------------------------------------------
Standard & Poor's Ratings Services said that it has assigned its
'BB+' long-term issue rating to the existing Swedish krona (SEK)
1.5 billion four-year senior unsecured notes, issued by Akelius
Residential Property AB (BBB-/Stable/--) in April 2015.
"We arrive at our 'BB+' issue rating on the notes by deducting
one notch from our 'BBB-' issuer credit rating (ICR) on Akelius,
applying our notching analysis for issue ratings. We estimate
the percentage of net operating income derived from unencumbered
assets will be well below 50% over the next year, placing senior
secured debt ahead of senior unsecured debt in terms of
priority," S&P said.
===========================
U N I T E D K I N G D O M
===========================
CELF LOAN IV: Moody's Affirms 'Ba1' Rating on Class D Notes
-----------------------------------------------------------
Moody's Investors Service upgraded the ratings on the following
notes issued by CELF Loan Partners IV plc:
-- EUR42 million Class B Senior Secured Deferrable Floating
Rate Notes due 2023, Upgraded to Aa1 (sf); previously on Aug
14, 2014 Upgraded to Aa2 (sf)
-- EUR39 million Class C Senior Secured Deferrable Floating
Rate Notes due 2023, Upgraded to A1 (sf); previously on Aug
14, 2014 Upgraded to A2 (sf)
Moody's has affirmed the ratings on the following notes:
-- EUR150 million (current amount outstanding EUR102.8M) Class
A-1 Senior Secured Floating Rate Variable Funding Notes due
2023, Affirmed Aaa (sf); previously on Aug 14, 2014 Affirmed
Aaa (sf)
-- EUR199 million (current amount outstanding EUR105.7M) Class
A-2a Senior Secured Floating Rate Notes due 2023, Affirmed
Aaa (sf); previously on Aug 14, 2014 Affirmed Aaa (sf)
-- EUR50 million Class A-2b Senior Secured Floating Rate Notes
due 2023, Affirmed Aaa (sf); previously on Aug 14, 2014
Affirmed Aaa (sf)
-- EUR33 million Class D Senior Secured Deferrable Floating
Rate Note due 2023, Affirmed Ba1 (sf); previously on Aug 14,
2014 Affirmed Ba1 (sf)
-- EUR25.5 million (current amount outstanding EUR20.1M) Class
E Senior Secured Deferrable Floating Rate Notes due 2023,
Affirmed Ba3 (sf); previously on Aug 14, 2014 Affirmed Ba3
(sf)
CELF Loan Partners IV plc, issued in May 2007, is a multicurrency
Collateralised Loan Obligation ("CLO") backed by a portfolio of
mostly high yield senior secured European and US loans. The
portfolio is managed by CELF Advisors LLP. This transaction's
reinvestment period ended in May 2014. The portfolio is
denominated in EUR, GBP and USD.
The upgrade to the ratings is primarily the result of the
deleveraging that has occurred over the last two payment dates
since last rating action in August 2014.
The Class A-1 Senior Secured Floating Rate Variable Funding Notes
and the Class A-2a have amortized approximately by EUR39 million
and EUR87 million, respectively. The outstanding amounts are
68.6% and 53.1% of the closing balances respectively for class A-
1 and class A-2a. As a result of the deleveraging, over-
collateralisation (OC) ratios of all but the most junior rated
notes have increased. According to the May 2015 trustee report
the Class A, Class B, Class C, Class D and Class E OC ratios are
148.6%, 131.4%, 118.6%, 109.6% and 104.7% compared to 143.1%,
128.5%, 117.5%, 109.5% and 105.2% respectively in June 2014.
Moody's notes that the May 2015 principal payments are not
reflected in the OC ratios reported.
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 analysed the underlying collateral pool as having a
performing par of EUR281.9million, GBP51.5 million and USD50.8
million, defaulted par of EUR18.8 million, a weighted average
default probability of 21.0% (consistent with a WARF of 2,784), a
weighted average recovery rate upon default of 47.8% for a Aaa
liability target rating, a diversity score of 35 and a weighted
average spread of 3.9%. The GBP and USD-denominated liabilities
are naturally hedged by the GBP and USD assets, respectively.
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 a recovery of 50% for 94.2% of the portfolio
exposed to first-lien senior secured corporate assets upon
default, 15% for 2.9% of the remaining non-first-lien loan
corporate assets upon default and 11.4% for the structured
finance assets upon default. 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.
The principal methodology used in this rating was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
February 2014.
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 in
the portfolio. The model generated outputs 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
note, 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 behaviour 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:
-- Portfolio amortisation: The main source of uncertainty in
this transaction is the pace of amortisation of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes' ratings.
Amortisation could accelerate as a consequence of high loan
prepayment levels or collateral sales the collateral manager or
be delayed by an increase in loan amend-and-extend
restructurings. Fast amortisation would usually benefit the
ratings of the notes beginning with the notes having the highest
prepayment priority.
-- Recovery of defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes have
defaulted can result in volatility in the deal's over-
collateralisation 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
analysed 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.
-- Foreign currency exposure: The deal has a significant
exposures to non-EUR denominated assets. Volatility in foreign
exchange rates will have a direct impact on interest and
principal proceeds available to the transaction, which can affect
the expected loss of rated tranches.
In addition to the quantitative factors that Moody's explicitly
modelled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available to
rating committees, including macroeconomic forecasts, input from
other Moody's analytical groups, market factors, and judgments
regarding the nature and severity of credit stress on the
transactions, can influence the final rating decision.
CENTROL RECYCLING: Buyer Found Following Administration
-------------------------------------------------------
John McDougall at Liverpool Echo reports that Centrol Recycling
Group, which fell into administration after its environmental
permit was revoked, has been sold.
SFP Restructuring Limited were appointed as administrators of
Centrol, based on Everite Road in Ditton, in May following a
breach of its Company Voluntary Arrangement and a petition to
wind up the business, Liverpool Echo recounts.
Centrol was set up in the 1960s as a family-run business and
specialized in waste disposal and recycling, but lost an appeal
to overturn a decision to revoke its licence in March, Liverpool
Echo relays.
When SFP took over the firm in May, it had accumulated more than
600 tonnes of municipal waste, which was subject to a removal
notice issued by the Environment Agency, Liverpool Echo
discloses.
The EA also revoked Centrol's environmental permit in April,
Liverpool Echo relates.
A buyer was found and a sale was completed on May 21, a SFP
spokesman, as cited by Liverpool Echo, said, and that it was
sought "in the interests of preserving jobs and maximizing
realisations".
Centrol Recycling Group is a Widnes recycling firm.
GALA CORAL: Fitch Revises Outlook to Stable & Affirms 'B' IDR
-------------------------------------------------------------
Fitch Ratings has revised Gala Coral Group Limited's Outlook to
Stable from Negative and affirmed the Long-term Issuer Default
Rating at 'B'. Fitch has also upgraded GCG's subsidiary, Gala
Group Finance plc's senior secured notes to 'BB' from 'BB-' and
their Recovery Rating to 'RR1'/96%' from 'RR2'. The agency has
simultaneously affirmed Gala Electric Casinos plc's senior notes
at 'CCC+' with a Recovery Rating of 'RR6'/0%'.
The revision of the Outlook to Stable reflects the improved
rating headroom following a good operating profile in financial
year to September 2014 (FY14), primarily driven by improved
online and bingo operating profits despite the highly competitive
market, and the growing Italian business, which Fitch believes
will be sustainable. It also reflects our view that the group's
business strategy is taking effect. Fitch expects the
combination of positive free cash flow (FCF) in 2015 and
repayment of propco debt to provide additional financial
flexibility in FY15 and beyond.
The 'B' IDR continues to reflect the group's focus on clearly
defined business streams. This is offset by the challenging UK
gaming environment with strong betting shop and online
competition and increasing taxation, regulations and social
responsibility requirements, as well as its high leverage which
increases the financial risk profile. However, with the election
of the new UK government, we expect a more stable approach to UK
gaming taxation in the next two years.
KEY RATING DRIVERS
Improved Rating Headroom
The Stable Outlook reflects the improved rating headroom in FY14
and expected for FY15, thanks to turnaround efforts, a
strengthening in online operations and the growing Italian
business in FY14. Fitch expects positive FCF in FY15, the
repayment of property company debt and net disposals of GBP23
million in FY14 to provide additional financial flexibility in
FY15. This should further improve in FY16 as rising profits from
online and bingo generate additional positive cash flow, assuming
a more stable tax environment.
Improved Online and Eurobet Trading
Improved Eurobet Italian and online trading allowed EBITDA and
the EBITDA margin in FY14 to increase year on year. 1H15 results
confirmed the positive trend with group EBITDA rising 10%, on the
back of rising online profits (+12% above 1H14). At Coral.co.uk
there was strong growth with active players 70% ahead of FY13,
driven by successful marketing programs and a high level of Coral
Connect multi-channel sign ups. This demonstrates that
management's re-launch plan, begun in 2010, is taking effect.
Competitive Market for Coral
Fitch expects the UK retail environment to remain tough in 2015,
although there may be a little respite as competing groups begin
to close underperforming stores. Coral UK Retail's FY14
performance was held back by adverse football results resulting
in lower gross wins in the UK, and higher operating costs
(divisional EBITDA down by 4% on a like-for-like basis),
including estate development. This was despite higher machine
wins of GBP361 mil., up 6% and in line with competitors.
Leverage Reduced
Fitch expects FY15 FCF generation, repayment of propco debt and
slightly lower capex should lead to a further funds from
operations (FFO) gross adjusted leverage reduction, to around
5.6x at FYE15 (from 7.0x FYE14). Gala Coral had a strong cash
position, with over GBP200m of readily available cash deposits as
at end 1H15.
Bingo Business Stabilizing
Fitch expects bingo to improve its operating profit in 2015 as
the effects of the reduction in bingo duty come through, while
online should continue to perform well. Thanks to a 1% increase
in admissions due to the "price smash" sales promotion and lower
operating costs (8% lower than FY13) from more efficient
staffing, FY14 EBITDA rose 30% to GBP32.9 million. This was due
to the reduction in bingo duty by 10% and despite the price
promotion reducing spending per head (negative 3% in FY14).
Fitch believes bingo will be a more stable profit contributor to
the overall group relative to FY12-FY14.
Property-Company Debt Repaid
GCG's GBP335 million 2005 Propco Three Ltd (PTL) debt due in
April 2014 was not repaid and had been in default. This debt was
ring-fenced from other group debt, had not triggered a cross-
default of GCG's other debt and did not affect the operating
company's ability to occupy the properties. All PTL's freehold
and long-leased bingo and casino properties have now been sold
and the proceeds used to repay most of PTL's debt, the remainder
of which has been extinguished via a creditors' voluntary
liquidation. Fitch views this and the completed liquidation of
PTL as positive for the ratings and has taken this into account
when revising the Outlook. Fitch estimates it should reduce FFO
lease-adjusted net leverage by 0.5x-0.6x in the next three years.
Enhanced Recovery Prospects for Senior Secured Creditors
The upgrade of Gala Group Finance plc's senior secured notes to
'BB'/'RR1'/96% is due to the enhanced recovery prospects based on
the improved EBITDA generated in 2014, based primarily on higher
online, Eurobet and bingo operating profits.
Fitch considers that the distressed valuation of the company
would be maximized in a going concern scenario, as the business
is relatively asset-light. In addition, Fitch believes that
should Gala Coral default, this would not be the result of a
broken business model, but rather due to a materially adverse
regulatory change or unmanageable financial leverage.
RATING SENSITIVITIES
The ratings remain constrained by the competitive UK betting shop
and online environment and relatively high taxation regime.
However, future developments that could lead to positive rating
action include:
-- Continued improvement in UK retail, bingo and online
operations leading to the EBITDA margin rising to 22% on a
sustained basis.
-- FFO fixed charge cover rising above 2.5x on a sustained
basis.
-- Net lease adjusted FFO-based leverage < 4.5x and gross
lease adjusted FFO-based leverage < 5.0x on a sustained
basis.
Future developments that could lead to negative rating action
include:
-- EBITDA falling below 18% on a sustainable basis (Below 16%
where Bingo is sold) resulting from increased competition
or additional operational weaknesses.
-- FCF shrinking close to zero due to weaker operating
performance or unexpected cash outflows.
-- Net lease adjusted FFO-based leverage > 6.5x and Gross
lease adjusted FFO-based leverage > 7.0x on a sustained
basis
KEY ASSUMPTIONS
-- UK Retail: Machine gross wins improve in 2015, over-the-
counter grows more modestly due to intense competitive
pressure and lack of football World Cup in 2015.
-- Eurobet Retail: The issue of new licenses in 2014 in Italy,
combined with the establishment of virtual betting should
lead to slightly higher operating profits in 2015.
-- Online: Fitch assumes online operating profits fall in 2015
due to the new point of consumption (POC) tax, despite new
gaming products.
-- Gala Retail (Bingo): The strong growth in EBITDA in 2015
will be due to the full year effect of the bingo duty
reduction and head office cost savings.
-- Capex: Fitch has assumed capex broadly in line with
management's assumptions. Capex should rise moderately in
2015 and 2016.
-- Propco Debt: With the liquidation of the propco, the
related debt amount has been eliminated.
SALFORD RED: Promises to Repay GBP1.5 Million Council Loan
----------------------------------------------------------
Neal Keeling at Manchester Evening News reports that Salford Red
Devils have promised to repay a GBP1.5 million council loan,
despite the club being under financial pressures.
Councilors are concerned that the taxpayers' money will be
written off as the club faces legal action on several fronts over
alleged unpaid bills, Manchester Evening News says.
It is understood bailiffs were at the club last week in
connection with an unpaid bill from one supplier, Manchester
Evening News notes.
Legal action is also understood to be threatened by at least one
player alleging he is owed unpaid wages, Manchester Evening News
states.
When asked about the bailiffs and the suing player, Martin
Vickers, a former senior council officer, and now chief executive
of the club, as cited by Manchester Evening News, said: "It is
difficult to comment directly on these questions as some of these
matters are subject to legal proceedings.
"In understanding the reality of the Club's position, fans need
to view the Club's accounts which show unprecedented levels of
investment in a Super League Club by the Club's owner Marwan
Koukash. The Club would also wish to confirm that 100% of the
debts of the former Club are being paid in full including those
to the Council."
He said that the Devils had inherited a total debt of GBP3
million from the former management regime when the club played as
Salford City Reds at the now demolished Willows ground in Weaste,
Manchester Evening News relates.
"The totality of the debts of the former club are GBP3 million
and these are being paid in full within the CVA (Company
Voluntary Arrangement)," Manchester Evening News quotes Mr.
Vickers as saying.
The council loan is currently being paid through an independent
administrator after the previous club's assets were seized to pay
off creditors, Manchester Evening News discloses.
The council refused to say how much of the GBP1.5 million loan,
dating from 2010-12, had been paid and how often repayments were
made, Manchester Evening News notes.
Salford Red Devils is a rugby league club in Salford, Greater
Manchester, England, who play in the Super League.
TITAN EUROPE 2007-1: Fitch Cuts Ratings on 4 Note Classes to 'D'
----------------------------------------------------------------
Fitch Ratings has downgraded Titan Europe 2007-1 Limited's class
B, C, D and E notes to 'D' from 'C' and has as a result withdrawn
their ratings.
KEY RATING DRIVERS
Following the recent acquisition of NHP, the borrower in the
transaction, by Formation Capital (in partnership with Safanad
and Court Cavendish), the final recovery determination
transferred to the issuer's collection account amounted to
GBP459.4 mil., only marginally higher by 0.4% than expected in
November 2014. This amount is insufficient for the class B, C, D
and E notes to recover any amounts of cash. The unrated class A
notes suffered a loss of 9.6% of its original amount of debt
outstanding.
Fitch had previously downgraded the class B, C, D and E notes to
'C' from 'CC' as default was inevitable, but that this outcome
was being only withheld as a result of the delays caused by the
disputes between notably the swap providers and the class A
noteholders with regard to the allocation of funds at issuer
level. As per the regulatory information services (RIS)
notification published on 21 May 2015, Fitch understands that the
parties involved have reached a settlement and the total
application of funds was effectively completed, thereby leading
to a default of the notes.
RATING SENSITIVITIES: N/A
Titan Europe 2007-1 (NHP) was a securitization of 275 nursing
homes owned by NHP, which are let on long leases to third-party
operators active in the UK healthcare sector (in particular HC-
One, a subsidiary of the borrower group, which accounts for
around 85% of the estate).
TRAP OIL: Explores Options to Avert Collapse
--------------------------------------------
Gareth Mackie at The Scotsman reports that Trap Oil is "urgently"
considering a range of options, including the sale of license
stakes, as it seeks to ward off collapse.
The firm warned in April that it was poised to run out of cash as
a result of "depressed" oil prices, and on June 11 said it was in
talks with potential investors, but "there can be no certainty
that a viable funding solution will be forthcoming", The Scotsman
relates.
In a statement issued after its share price more than doubled on
June 11, Trap, as cited by The Scotsman, said: "The directors
continue to believe that, absent a viable funding solution, the
company currently only has adequate working capital to support
its activities until early July."
Trap Oil is an independent UK oil and gas exploration, appraisal
and production company with a geographic focus on the UK
Continental Shelf (UKCS).
WOODLANDS SOCIAL CLUB: In Calne Facing Voluntary Liquidation
------------------------------------------------------------
Gazette & Herald reports that Woodlands Social Club is set to be
placed into voluntary liquidation at a special meeting of members
on June 22.
Notice of the meeting, which will take place at 7:00 p.m., has
been given for members to hear the committee's proposal to place
the club in voluntary liquidation.
The club closed at the beginning of May due to crippling debts of
around GBP150,000, which includes around GBP80,000 owed to the
Inland Revenue, according to Gazette & Herald.
The report notes that resolutions will be considered at the
meeting to nominate a liquidator, agree the basis upon which they
are to be remunerated.
Members will also be asked to agree the amount to be paid in
respect of the costs of assisting the committee in preparation of
the statement of affairs as well as those of convening the
meeting, the report relates.
The club ran into financial problems two years ago when it
applied for a loan to pay of some debt only to discover that the
limited company behind the club had been dissolved in 2009, the
report notes.
The lack of a limited company meant the club no longer owned the
building in which they were based, on Woodlands Park, and had no
assets to set the loan against, the report discloses.
The report relays that a new limited company was registered with
Companies House in 2013 with solicitors looking to transfer the
club's assets to the new company without success ever since.
Club members wishing to vote at the meeting must lodge their
proxy, together with full details of their claim, no later than
midday on June 22 at Monahans, 38-42 Newport Street, Swindon,
Wiltshire SN1 3DR, the report notes.
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* Large Companies with Insolvent Balance Sheets
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Total
Shareholders Total
Equity Assets
Company Ticker (US$MM) (US$MM)
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*********
Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par. Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable. Those sources may not,
however, be complete or accurate. The Monday Bond Pricing table
is compiled on the Friday prior to publication. Prices reported
are not intended to reflect actual trades. Prices for actual
trades are probably different. Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind. It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.
Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets. At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short. Don't be fooled. Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets. A company may establish reserves on its
balance sheet for liabilities that may never materialize. The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.
Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals. All titles are
available at your local bookstore or through Amazon.com. Go to
http://www.bankrupt.com/booksto order any title today.
*********
S U B S C R I P T I O N I N F O R M A T I O N
Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.
Copyright 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 * * *