/raid1/www/Hosts/bankrupt/TCREUR_Public/150707.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, July 7, 2015, Vol. 16, No. 132
Headlines
A U S T R I A
CARINTHIA STATE: Moody's Lowers Ratings to Ba2, Outlook Negative
B U L G A R I A
DSK BANK: Moody's Lowers Deposit Rating to Ba2, Outlook Stable
RAIFFEISENBANK: Moody's Cuts Long-Term Deposit Ratings to Ba3
* BULGARIA: Parliament OKs Lifting of Secrecy on Insolvent Banks
G R E E C E
GREECE: Rejects Bailout Terms, Bail-in Option Likely for Banks
GREECE: Moody's Lowers Ratings on Mortgage Covered Bonds to Caa2
GREECE: Moody's Takes Actions on Notes in 8 SF Transactions
HELLENIC TELECOMMUNICATIONS: Moody's Lowers CFR to 'Caa2'
H U N G A R Y
BUDA-CASH: Reserves Not Enough to Compensate Customers
I R E L A N D
EUROMAX V: Fitch Upgrades Rating on Class A3 Notes to 'CCsf'
OCS OPERATIONS: High Court Confirms Liquidators Appointment
* IRELAND: Corporate Insolvencies Drop to 275 in Q2 2015
I T A L Y
BLUE PANORAMA: Italy Seeks Buyer For Bankrupt Carrier
CARTESIO SRL 2003-1: Moody's Raises Ratings on 5 Tranches to Ba3
N E T H E R L A N D S
CADOGAN SQUARE III: S&P Raises Rating on Class E Notes to B+
FORNAX BV: S&P Lowers Rating on Class E Notes to 'B-'
ILLAWARRA SERIES: RBS Downgrade No Impact on Fitch's BB+ Rating
R O M A N I A
HIDROELECTRICA SA: To Open Power Plant in Hunedoara This December
R U S S I A
GIVA INSURANCE: S&P Withdraws 'B+' Counterparty Credit Rating
S E R B I A
SERBIA: Fitch Affirms 'B+' Long-Term Issuer Default Ratings
S P A I N
AYT DEUDA SUBORDINADA: Fitch Hikes Cl. B Notes Rating to CCCsf
RMBS SANTANDER 4: S&P Assigns CC Rating to Class C Notes
U N I T E D K I N G D O M
AFREN PLC: Chapter 15 Case Summary
BRIDON GROUP: Moody's Affirms B3 CFR & Changes Outlook to Stable
FAIRHURST WARD: Goes Out of Business, Cuts 250 Jobs
K VILLAGE: Bought Out of Administration for an Undisclosed Sum
PIHL: Court Rules Isle of Wight Council Won't Get GBP152K Back
PRECISION ENGINEERING: Goes Into Liquidation
READING ROOMS: Dundee Council Takes Legal Action Over Unpaid Tax
THE ABBEY: Closes Door Without Warning
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
=============
A U S T R I A
=============
CARINTHIA STATE: Moody's Lowers Ratings to Ba2, Outlook Negative
----------------------------------------------------------------
Moody's Investors Service has downgraded the State of Carinthia's
issuer and debt ratings to Ba2 from Baa3. The outlook remains
negative.
RATINGS RATIONALE
RATIONALE FOR DOWNGRADE
The downgrade of Carinthia reflects increased susceptibility to
event risks, including litigation from Heta Asset Resolution AG's
(Heta, Carinthian-State-guaranteed senior unsecured debt rated
Ca, negative) bondholders and further actions by public
authorities during the winding up process of Heta. Moody's sees
these factors as leading to a potential crystallization of a
significant portion of Carinthia's guaranteed debt.
Firstly, uncertainty stems from the legal risk associated with
the guarantee and its legal aspects. The increased number of law
cases initiated by investors and the uncertainty around the
outcome add pressure on Carinthia's credit profile.
Secondly, Moody's sees increased uncertainty regarding further
resolution actions by Financial Markets Authority (FMA) or other
public authorities. It is unclear if and when it may come to a
decision on the current moratorium imposed on Heta's debt,
notwithstanding the nature of the guarantee.
Carinthia provides a statutory deficiency guarantee on a very
high portion of Heta's senior debt; the total guarantees are
equivalent to nearly EUR10.2 billion, or nearly five times the
state's 2014 operating revenue. In addition, Carinthia is
amongst the joint and several guarantors for Pfandbriefbank
(Oesterreich) AG (Ba1, Negative), with total liabilities of
EUR5.6 billion, of which about EUR1.2 billion is related to Heta
as of year-end 2014.
Notwithstanding the intention of the central government to
protect taxpayers under the new banking resolution regime,
Moody's sees the steps taken so far as adding to uncertainty.
Susceptibility to an adverse scenario has increased as a result.
The current rating also takes into account the State of
Carinthia's robust operating and financial performances over the
last few years, moderate direct debt levels and sound liquidity
position. Carinthia's Ba2 ratings benefit from a five notch
uplift from its baseline credit assessment of caa1, in order to
reflect Moody's view of a high probability of extraordinary
federal government support in the event of acute liquidity
stress.
RATIONALE FOR NEGATIVE OUTLOOK
Moody's negative outlook reflects (1) execution risk arising from
the FMA's further implementation measures, which are expected
over the next one to two years and (2) increasing exposure to
litigation risk.
WHAT COULD CHANGE THE RATING -- UP
Upward pressure on the rating could develop only after a
significant reduction of contingent liabilities or evidence of
reduced risk from guarantees being triggered or evidence of
limited or reduced litigation risk.
WHAT COULD CHANGE THE RATING -- DOWN
Downward pressure could develop from unexpected negative knock-on
effects during the resolution of Heta under the FMA's action plan
or other actions taken by public authorities and related legal
consequences for Carinthia.
In particular, downward pressure could stem from any developments
which lead to an immediate triggering of the full guarantees or
major risks of litigation. Also any other development of the
resolution process, which would create an unexpected financial
burden for Carinthia or stress its liquidity would create
downward pressure.
The specific economic indicators, as required by EU regulation,
are not available for Carinthia, State of. These national
economic indicators are relevant to the sovereign rating, which
was used as an input to this credit rating action.
Sovereign Issuer: Austria, Government of
GDP per capita (PPP basis, US$): 46,420 (2014 Actual) (also known
as Per Capita Income)
Real GDP growth (% change): 0.3% (2014 Actual) (also known as GDP
Growth)
Inflation Rate (CPI, % change Dec/Dec): 1.5% (2014 Actual)
Gen. Gov. Financial Balance/GDP: -2.4% (2014 Actual) (also known
as Fiscal Balance)
Current Account Balance/GDP: 1.8% (2014 Actual) (also known as
External Balance)
External debt/GDP: [not available]
Level of economic development: Very High level of economic
resilience
Default history: No default events (on bonds or loans) have been
recorded since 1983.
On July 1, 2015, a rating committee was called to discuss the
rating of the Carinthia, State of. The main points raised during
the discussion were: The issuer has become increasingly
susceptible to event risks.
The principal methodology used in these ratings was Regional and
Local Governments published in January 2013. The weighting of
all rating factors is described in the methodology used in this
rating action, if applicable.
===============
B U L G A R I A
===============
DSK BANK: Moody's Lowers Deposit Rating to Ba2, Outlook Stable
--------------------------------------------------------------
Moody's Investors Service has downgraded the deposit ratings of
DSK Bank PLC to Ba2/Not-Prime (from Ba1/Not-Prime), and of
Raiffeisenbank (Bulgaria) EAD to Ba3/Not-Prime (from Ba2/Not-
Prime), and changed their outlooks to stable. The downgrades
conclude the review initiated on March 17, 2015, following the
publication of Moody's new bank rating methodology and revisions
to its government support assumptions for these banks.
Concurrently, Moody's affirmed the two banks' baseline credit
assessments (BCAs) and adjusted BCAs, and has also assigned
Counterparty Risk Assessments (CR Assessments) of Baa2
(cr)/Prime-2 (cr) to DSK and Baa3 (cr)/Prime-3 (cr) to
Raiffeisenbank (Bulgaria), in line with its new bank rating
methodology.
In light of the new bank rating methodology, Moody's rating
actions generally reflect the following considerations (1) the
"Weak+" macro profile of Bulgaria; (2) the banks' modest but
improving core financial ratios; (3) Moody's view of a high
probability of affiliate support; (4) the limited protection
offered to depositors and senior creditors as assessed by Moody's
Advanced Loss Given Failure (LGF) analysis, reflecting the
limited benefit of instrument volume and subordination protecting
creditors from losses in the event of resolution; and (5) Moody's
view of a decline in the likelihood of government support for the
two institutions.
RATINGS RATIONALE
The new methodology includes several 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) THE "WEAK+" MACRO PROFILE OF BULGARIA
Bulgaria's Macro Profile reflects subdued economic growth,
challenges faced in improving the level of transparency and
combating corruption, and legal constraints that prevent the
banks foreclosing on collateral, on time. However, the Macro
Profile also captures the banks' improving funding conditions and
reduced reliance on foreign funding, primarily sourced from
foreign parent banks.
(2) THE BANKS' MODEST BUT IMPROVING CORE FINANCIAL RATIOS
The rated Bulgarian banks' BCAs reflect their modest but
improving core financial ratios, including a high, albeit
declining, level of problem loans, sound capital ratios,
improving profitability and strong liquidity metrics.
(3) HIGH PROBABILITY OF AFFILIATE SUPPORT
Moody's view of high likelihood of affiliate support from the
parent banks, in case of need, given the parent banks' commitment
to the Bulgarian market and the strategic fit of the Bulgarian
subsidiaries to their groups.
(4) PROTECTION OFFERED TO SENIOR CREDITORS, AS CAPTURED BY
MOODY'S ADVANCED LGF LIABILITY ANALYSIS
Under its new methodology, Moody's applies its Advanced LGF
analysis to the liability structures of banks subject to
operational resolution regimes. Moody's expects that Bulgaria,
as a member of the European Union, will introduce bank resolution
legislation in line with the EU Bank Recovery and Resolution
Directive (BRRD). Accordingly, Moody's applies its Advanced LGF
analysis to these banks' liability structures. Under Moody's
Advanced LGF analysis, both banks' long-term deposit ratings take
into account their moderate loss-given-failure because of their
relatively low volume of wholesale deposits and low volume of
debt subordinated to it, leading to no uplift from the banks'
adjusted BCAs.
(5) DECLINE IN THE LIKELIHOOD OF GOVERNMENT SUPPORT
The lowering of Moody's government support assumptions and the
removal of one notch of government support in the banks' deposit
ratings reflects: (1) the expected implementation of the new bank
recovery and resolution legislation; and (2) the country's
unwillingness to support senior creditors following the failure
of Corporate Commercial Bank (ratings withdrawn) in 2014, then
the country's fourth-largest bank.
-- BANK SPECIFIC ANALYTIC FACTORS
-- DSK Bank PLC
The one-notch downgrade of DSK's long-term deposit rating to Ba2
from Ba1 reflects (1) the affirmation of the bank's BCA at ba3
and its adjusted BCA at ba2, which includes Moody's assessment of
affiliate support; (2) the Advanced LGF analysis, which provides
no uplift from the bank's adjusted BCA; and (3) the reduced
government support assumptions, which lead to the removal of
government support uplift.
DSK's standalone BCA of ba3 reflects the bank's high, albeit
declining, stock of NPLs (defined as impaired and past due 90
days), which comprised 19.6% of loans as at December 2014, and
modest earnings generating capacity owing to continued bank
deleveraging and declining net interest margins. These factors
are counterbalanced by the bank's sound capital buffers with a
reported Tier 1 ratio of 17.6% as at December 2014 and the strong
liquidity and funding profile that has benefited from an inflow
of deposits. Also DSK's net profitability has been growing with
return on average assets improving to 2.6% in FYE2014 (2012:1.9%)
owing to reduced provisioning requirements.
Moody's believes that there is a high probability of affiliate
support from its parent, OTP Bank NyRt (OTP; local-currency
deposits Baa3 stable, BCA ba2). This is based on DSK Bank's
importance to the OTP group and the parent's commitment in
maintaining its presence in the Bulgarian market. DSK Bank is a
well-integrated subsidiary and benefits from operational and
supervisory support from OTP. As a result of the affiliate
support assessment, DSK Bank's adjusted BCA is ba2, one notch
above its BCA.
Under Moody's Advanced LGF analysis, DSK Bank's long-term deposit
ratings take into account their moderate loss-given-failure
because of the bank's relatively low volume of junior deposits
and low volume of debt subordinated to it, leading to no uplift
from the bank's ba2 adjusted BCA.
Moody's reduced the government support assumption for DSK Bank to
"low" upon the expected implementation of resolution legislation
and following the country's unwillingness to provide support to
senior creditors of Corporate Commercial Bank in 2014. As a
result, Moody's no longer includes rating uplift for government
support in the deposit ratings.
--- Raiffeisenbank (Bulgaria) EAD
The one-notch downgrade of Raiffeisenbank's long-term deposit
rating to Ba3 from Ba2 reflects (1) the affirmation of the bank's
BCA at b1 and the adjusted BCA at ba3, which includes Moody's
assessment of affiliate support; (2) the Advanced LGF analysis,
which provides no uplift from the bank's adjusted BCA; and (3)
the reduced government support assumption, which leads to a
removal of government support uplift.
Raiffeisenbank's affirmed standalone BCA of b1 reflects the
bank's high, albeit declining and below the system average, stock
of NPLs (defined as impaired and past due 90 days), which
comprised 13.8% of loans as at December 2014 (2013:18.7%), its
modest coverage of NPLs by reserves at 56% and the high
provisioning requirements which exert pressure on profitability,
although this has improved in 2014. These factors are
counterbalanced by the bank's strengthened capital buffers with a
reported Tier 1 ratio of 26.1% as at December 2014, and a large
volume of liquid assets that underpins its strong liquidity
profile.
Moody's believes that there is a high probability of affiliate
support from its parent, Raiffeisen Bank International (RBI;
deposits Baa2 negative, BCA ba3). This is based on RBI's
commitment in maintaining its presence in the Bulgarian bank and
the strong operational, supervisory and funding support it
provides. As a result of the affiliate support assessment,
Raiffeisenbank's adjusted BCA is ba3, one notch above its BCA.
Under Moody's Advanced LGF analysis, Raiffeisenbank's long-term
deposit ratings take into account their moderate loss-given-
failure because of the bank's relatively low volume of junior
deposits and low volume of debt subordinated to it, leading to no
uplift from the bank's ba3 adjusted BCA.
Moody's reduced the government support assumption for
Raiffeisenbank to "low" upon the expected implementation of
resolution legislation and following the country's unwillingness
to provide support to senior creditors of Corporate Commercial
Bank in 2014. As a result, Moody's no longer includes rating
uplift for government support in the deposit ratings.
The stable outlook on Raiffeisenbank's ratings balances the
improvements in the bank's asset quality and capitalization
against a potential weakening of its parent bank to provide
support as indicated by the negative outlook on the parent's
ratings.
-- ASSIGNMENT OF COUNTERPARTY RISK ASSESSMENTS
Moody's has also assigned CR Assessments of Baa2 (cr)/Prime-2
(cr) to DSK and Baa3 (cr)/Prime-3 (cr) to Raiffeisenbank
(Bulgaria). 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 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.
For Bulgarian banks, the CR Assessment is positioned, prior to
government support, three notches above the banks' Adjusted BCAs,
based on the cushion against default provided to the senior
obligations represented by the CR Assessment by subordinated
instruments. The main difference with Moody's Advanced LGF
approach used to determine instrument ratings is that the CR
Assessment captures the probability of default on certain senior
obligations, rather than expected loss, therefore Moody's focus
purely on subordination and take no account of the volume of the
instrument class.
The CR Assessment does not benefit from any government support,
in line with our support assumptions on deposits.
WHAT COULD CHANGE THE RATINGS UP/DOWN
Upward momentum on the banks' ratings could develop from a
further reduction in banks' problem loans and a sustained
improvement in their profitability.
Downward pressure could emerge if (1) credit underwriting
standards deteriorate noticeably; and/or (2) a potential
weakening in the operating environment causes further asset-
quality and profitability pressures.
LIST OF AFFECTED CREDIT RATINGS
DSK Bank PLC
-- Long-term local and foreign-currency deposit ratings
downgraded to Ba2 from Ba1
-- Short-term local and foreign-currency deposit ratings
affirmed at Not-Prime
-- BCA of ba3 and adjusted BCA of ba2 affirmed
-- Long-term / Short-term CR Assessments of Baa2 (cr) /
Prime-2 (cr) assigned
-- Outlook on long-term deposit ratings is stable
Raiffeisenbank (Bulgaria) EAD
-- Long-term local and foreign-currency deposit ratings
downgraded to Ba3 from Ba2
-- Short-term local and foreign-currency deposit ratings
affirmed at Not-Prime
-- BCA of b1 and adjusted BCA of ba3 affirmed
-- Long-term / Short-term CR Assessments of Baa3 (cr) /
Prime-3 (cr) assigned
-- Outlook on long-term deposit ratings is stable
RAIFFEISENBANK: Moody's Cuts Long-Term Deposit Ratings to Ba3
-------------------------------------------------------------
Moody's Investors Service has downgraded the deposit ratings of
DSK Bank PLC to Ba2/Not-Prime (from Ba1/Not-Prime), and of
Raiffeisenbank (Bulgaria) EAD to Ba3/Not-Prime (from Ba2/Not-
Prime), and changed their outlooks to stable. The downgrades
conclude the review initiated on March 17, 2015, following the
publication of Moody's new bank rating methodology and revisions
to its government support assumptions for these banks.
Concurrently, Moody's affirmed the two banks' baseline credit
assessments (BCAs) and adjusted BCAs, and has also assigned
Counterparty Risk Assessments (CR Assessments) of Baa2
(cr)/Prime-2 (cr) to DSK and Baa3 (cr)/Prime-3 (cr) to
Raiffeisenbank (Bulgaria), in line with its new bank rating
methodology.
In light of the new bank rating methodology, Moody's rating
actions generally reflect the following considerations (1) the
"Weak+" macro profile of Bulgaria; (2) the banks' modest but
improving core financial ratios; (3) Moody's view of a high
probability of affiliate support; (4) the limited protection
offered to depositors and senior creditors as assessed by Moody's
Advanced Loss Given Failure (LGF) analysis, reflecting the
limited benefit of instrument volume and subordination protecting
creditors from losses in the event of resolution; and (5) Moody's
view of a decline in the likelihood of government support for the
two institutions.
RATINGS RATIONALE
The new methodology includes several 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) THE "WEAK+" MACRO PROFILE OF BULGARIA
Bulgaria's Macro Profile reflects subdued economic growth,
challenges faced in improving the level of transparency and
combating corruption, and legal constraints that prevent the
banks foreclosing on collateral, on time. However, the Macro
Profile also captures the banks' improving funding conditions and
reduced reliance on foreign funding, primarily sourced from
foreign parent banks.
(2) THE BANKS' MODEST BUT IMPROVING CORE FINANCIAL RATIOS
The rated Bulgarian banks' BCAs reflect their modest but
improving core financial ratios, including a high, albeit
declining, level of problem loans, sound capital ratios,
improving profitability and strong liquidity metrics.
(3) HIGH PROBABILITY OF AFFILIATE SUPPORT
Moody's view of high likelihood of affiliate support from the
parent banks, in case of need, given the parent banks' commitment
to the Bulgarian market and the strategic fit of the Bulgarian
subsidiaries to their groups.
(4) PROTECTION OFFERED TO SENIOR CREDITORS, AS CAPTURED BY
MOODY'S ADVANCED LGF LIABILITY ANALYSIS
Under its new methodology, Moody's applies its Advanced LGF
analysis to the liability structures of banks subject to
operational resolution regimes. Moody's expects that Bulgaria,
as a member of the European Union, will introduce bank resolution
legislation in line with the EU Bank Recovery and Resolution
Directive (BRRD). Accordingly, Moody's applies its Advanced LGF
analysis to these banks' liability structures. Under Moody's
Advanced LGF analysis, both banks' long-term deposit ratings take
into account their moderate loss-given-failure because of their
relatively low volume of wholesale deposits and low volume of
debt subordinated to it, leading to no uplift from the banks'
adjusted BCAs.
(5) DECLINE IN THE LIKELIHOOD OF GOVERNMENT SUPPORT
The lowering of Moody's government support assumptions and the
removal of one notch of government support in the banks' deposit
ratings reflects: (1) the expected implementation of the new bank
recovery and resolution legislation; and (2) the country's
unwillingness to support senior creditors following the failure
of Corporate Commercial Bank (ratings withdrawn) in 2014, then
the country's fourth-largest bank.
-- BANK SPECIFIC ANALYTIC FACTORS
-- DSK Bank PLC
The one-notch downgrade of DSK's long-term deposit rating to Ba2
from Ba1 reflects (1) the affirmation of the bank's BCA at ba3
and its adjusted BCA at ba2, which includes Moody's assessment of
affiliate support; (2) the Advanced LGF analysis, which provides
no uplift from the bank's adjusted BCA; and (3) the reduced
government support assumptions, which lead to the removal of
government support uplift.
DSK's standalone BCA of ba3 reflects the bank's high, albeit
declining, stock of NPLs (defined as impaired and past due 90
days), which comprised 19.6% of loans as at December 2014, and
modest earnings generating capacity owing to continued bank
deleveraging and declining net interest margins. These factors
are counterbalanced by the bank's sound capital buffers with a
reported Tier 1 ratio of 17.6% as at December 2014 and the strong
liquidity and funding profile that has benefited from an inflow
of deposits. Also DSK's net profitability has been growing with
return on average assets improving to 2.6% in FYE2014 (2012:1.9%)
owing to reduced provisioning requirements.
Moody's believes that there is a high probability of affiliate
support from its parent, OTP Bank NyRt (OTP; local-currency
deposits Baa3 stable, BCA ba2). This is based on DSK Bank's
importance to the OTP group and the parent's commitment in
maintaining its presence in the Bulgarian market. DSK Bank is a
well-integrated subsidiary and benefits from operational and
supervisory support from OTP. As a result of the affiliate
support assessment, DSK Bank's adjusted BCA is ba2, one notch
above its BCA.
Under Moody's Advanced LGF analysis, DSK Bank's long-term deposit
ratings take into account their moderate loss-given-failure
because of the bank's relatively low volume of junior deposits
and low volume of debt subordinated to it, leading to no uplift
from the bank's ba2 adjusted BCA.
Moody's reduced the government support assumption for DSK Bank to
"low" upon the expected implementation of resolution legislation
and following the country's unwillingness to provide support to
senior creditors of Corporate Commercial Bank in 2014. As a
result, Moody's no longer includes rating uplift for government
support in the deposit ratings.
--- Raiffeisenbank (Bulgaria) EAD
The one-notch downgrade of Raiffeisenbank's long-term deposit
rating to Ba3 from Ba2 reflects (1) the affirmation of the bank's
BCA at b1 and the adjusted BCA at ba3, which includes Moody's
assessment of affiliate support; (2) the Advanced LGF analysis,
which provides no uplift from the bank's adjusted BCA; and (3)
the reduced government support assumption, which leads to a
removal of government support uplift.
Raiffeisenbank's affirmed standalone BCA of b1 reflects the
bank's high, albeit declining and below the system average, stock
of NPLs (defined as impaired and past due 90 days), which
comprised 13.8% of loans as at December 2014 (2013:18.7%), its
modest coverage of NPLs by reserves at 56% and the high
provisioning requirements which exert pressure on profitability,
although this has improved in 2014. These factors are
counterbalanced by the bank's strengthened capital buffers with a
reported Tier 1 ratio of 26.1% as at December 2014, and a large
volume of liquid assets that underpins its strong liquidity
profile.
Moody's believes that there is a high probability of affiliate
support from its parent, Raiffeisen Bank International (RBI;
deposits Baa2 negative, BCA ba3). This is based on RBI's
commitment in maintaining its presence in the Bulgarian bank and
the strong operational, supervisory and funding support it
provides. As a result of the affiliate support assessment,
Raiffeisenbank's adjusted BCA is ba3, one notch above its BCA.
Under Moody's Advanced LGF analysis, Raiffeisenbank's long-term
deposit ratings take into account their moderate loss-given-
failure because of the bank's relatively low volume of junior
deposits and low volume of debt subordinated to it, leading to no
uplift from the bank's ba3 adjusted BCA.
Moody's reduced the government support assumption for
Raiffeisenbank to "low" upon the expected implementation of
resolution legislation and following the country's unwillingness
to provide support to senior creditors of Corporate Commercial
Bank in 2014. As a result, Moody's no longer includes rating
uplift for government support in the deposit ratings.
The stable outlook on Raiffeisenbank's ratings balances the
improvements in the bank's asset quality and capitalization
against a potential weakening of its parent bank to provide
support as indicated by the negative outlook on the parent's
ratings.
-- ASSIGNMENT OF COUNTERPARTY RISK ASSESSMENTS
Moody's has also assigned CR Assessments of Baa2 (cr)/Prime-2
(cr) to DSK and Baa3 (cr)/Prime-3 (cr) to Raiffeisenbank
(Bulgaria). 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 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.
For Bulgarian banks, the CR Assessment is positioned, prior to
government support, three notches above the banks' Adjusted BCAs,
based on the cushion against default provided to the senior
obligations represented by the CR Assessment by subordinated
instruments. The main difference with Moody's Advanced LGF
approach used to determine instrument ratings is that the CR
Assessment captures the probability of default on certain senior
obligations, rather than expected loss, therefore Moody's focus
purely on subordination and take no account of the volume of the
instrument class.
The CR Assessment does not benefit from any government support,
in line with our support assumptions on deposits.
WHAT COULD CHANGE THE RATINGS UP/DOWN
Upward momentum on the banks' ratings could develop from a
further reduction in banks' problem loans and a sustained
improvement in their profitability.
Downward pressure could emerge if (1) credit underwriting
standards deteriorate noticeably; and/or (2) a potential
weakening in the operating environment causes further asset-
quality and profitability pressures.
LIST OF AFFECTED CREDIT RATINGS
DSK Bank PLC
-- Long-term local and foreign-currency deposit ratings
downgraded to Ba2 from Ba1
-- Short-term local and foreign-currency deposit ratings
affirmed at Not-Prime
-- BCA of ba3 and adjusted BCA of ba2 affirmed
-- Long-term / Short-term CR Assessments of Baa2 (cr) /
Prime-2 (cr) assigned
-- Outlook on long-term deposit ratings is stable
Raiffeisenbank (Bulgaria) EAD
-- Long-term local and foreign-currency deposit ratings
downgraded to Ba3 from Ba2
-- Short-term local and foreign-currency deposit ratings
affirmed at Not-Prime
-- BCA of b1 and adjusted BCA of ba3 affirmed
-- Long-term / Short-term CR Assessments of Baa3 (cr) /
Prime-3 (cr) assigned
-- Outlook on long-term deposit ratings is stable
* BULGARIA: Parliament OKs Lifting of Secrecy on Insolvent Banks
----------------------------------------------------------------
Novinite.com reports that the Bulgarian Parliament approved on
June 25 the lifting of the bank secrecy for banks declared
insolvent.
Novinite.com relates that the MPs approved the amendments to the
Law on Credit Institutions at a second reading without holding a
debate, daily Dnevnik reports.
The report, citing adopted amendments, says an assignee will have
to announce the names of natural and juridical persons and the
size of their deposits within a period of six months after the
insolvency of a bank.
Novinite.com says the assignee at an insolvent bank will also
have to announce the names of those holding credits and deposits
with privileged interest rates.
The amendments were devised by the ad hoc inquiry committee on
examining the facts and circumstances related to the collapse of
the Corporate Commercial Bank (KTB), adds Novinite.com.
===========
G R E E C E
===========
GREECE: Rejects Bailout Terms, Bail-in Option Likely for Banks
--------------------------------------------------------------
BBC News reports that eurozone finance ministers say they expect
to hear new proposals from Greece after the country voted to
reject the terms of a bailout.
According to BBC, a spokesman for German Chancellor Angela Merkel
said there was currently "no basis" for talks on a new bailout
and the ball was in Greece's court.
Germany's economy minister has warned that any unconditional debt
write-off would destroy the single currency, BBC relates.
Sigmar Gabriel, who is Germany's vice-chancellor, on July 6 said
Greece must successfully institute reform first, BBC relates. He
said to offer debt relief now would destroy the eurozone, BBC
notes.
Eurozone finance ministers are to hold an emergency meeting
today, July 8, when according to a Greek government official,
Prime Minister Alexis Tsipras is expected to present proposals,
BBC discloses.
Mr. Tsipras has noted that a recent IMF assessment confirmed that
restructuring Greece's debt of more than EUR300 billion (GBP213
billion; US$331 billion) was necessary, BBC relays.
Meanwhile, the European Central Bank is to discuss whether to
raise its emergency cash support for Greek banks, which are
running out of funds and on the verge of collapse, BBC discloses.
Greece's Economy Minister, Georgios Stathakis, told the BBC the
ECB had to keep Greek banks alive for seven to 10 days so that
negotiations could take place.
Hours after the referendum result, Greece's outspoken finance
minister, Yanis Varoufakis, resigned, BBC relates.
Mr. Varoufakis, as cited by BBC, said that eurozone finance
ministers, with whom he had repeatedly clashed, had wanted him
removed.
Contingency Plans
According to The Financial Times' Kerin Hope, Greek banks are
preparing contingency plans for a possible "bail-in" of
depositors amid fears the country is heading for financial
collapse.
Bankers and businesspeople with knowledge of the measures said on
July 3 the plans, which call for a "haircut" of at least 30% on
deposits above EUR8,000, sketch out an increasingly likely
scenario for at least one bank, the FT relates.
A Greek bail-in could resemble the rescue plan agreed by Cyprus
in 2013, when customers' funds were seized to shore up the banks,
with a haircut imposed on uninsured deposits over EUR100,000, the
FT says.
It would be implemented as part of a recapitalization of Greek
banks that would be agreed with the country's creditors -- the
European Commission, International Monetary Fund and European
Central Bank, the FT notes.
"It [the haircut] would take place in the context of an overall
restructuring of the bank sector once Greece is back in a bailout
program," the FT quotes one person following the issue as saying.
"This is not something that is going to happen immediately."
Eurozone officials, as cited by the FT, said no decision had been
taken to wind up any Greek banks or initiate a bail-in of
depositors, a process that would be started by the ECB declaring
the banks insolvent or pulling emergency loans. Andrea Enria,
chair of the European Banking Authority, said on July 4 he was
not aware of any plans to introduce haircuts to retail depositors
of Greek banks, the FT relates.
Greece's banks have been closed since June 29, when capital
controls were imposed to prevent a bank run following the
leftwing Syriza-led government's call for a referendum on a
bailout plan it had earlier rejected, the FT notes.
GREECE: Moody's Lowers Ratings on Mortgage Covered Bonds to Caa2
----------------------------------------------------------------
Moody's Investors Service, on July 3, 2015, downgraded to Caa2
from B3 the ratings of the mortgage covered bonds of the
following five Greek programs and placed the ratings on review
for further downgrade:
-- the mortgage covered bonds issued by Alpha Bank AE
(deposits Caa3 on review for downgrade, adjusted baseline
credit assessment (BCA) ca, counterparty risk assessment
Caa3(cr) on review for downgrade), under its Direct
Issuance Global program.
-- the mortgage covered bonds issued by Eurobank Ergasias S.A.
(deposits Caa3 on review for downgrade, adjusted BCA ca,
counterparty risk assessment Caa3(cr) on review for
downgrade), under its Covered Bonds I and Covered Bonds II
programs.
-- the mortgage covered bonds issued by National Bank of
Greece S.A. (deposits Caa3 on review for downgrade,
adjusted (BCA) ca, counterparty risk assessment Caa3(cr) on
review for downgrade), under its Global covered bond
program and Covered Bond Programme II
RATINGS RATIONALE
The rating actions on the covered bond ratings referenced above
follow (1) the rating actions on the relevant issuers; and (2)
the lowering of Greece's country ceiling to Caa2, which now
constrains the covered bonds' ratings at Caa2, following the
downgrade of the sovereign rating on the government of Greece to
Caa3 on review for downgrade from Caa2.
KEY RATING ASSUMPTIONS/FACTORS
Moody's determines covered bond ratings using a two-step process:
an expected loss analysis and a timely payment indicator (TPI)
framework analysis.
EXPECTED LOSS: Moody's uses its Covered Bond Model (COBOL) to
determine a rating based on the expected loss on the bond. COBOL
determines expected loss as (1) a function of the probability
that the issuer will cease making payments under the covered
bonds (a CB anchor event), and (2) the stressed losses on the
cover pool assets following a CB anchor event.
The cover pool losses are an estimate of the losses Moody's
currently models following a CB anchor event. Moody's splits
cover pool losses between market risk and collateral risk.
Market risk measures losses stemming from refinancing risk and
risks related to interest-rate and currency mismatches (these
losses may also include certain legal risks). Collateral risk
measures losses resulting directly from the cover pool assets'
credit quality. Moody's derives collateral risk from the
collateral score.
Alpha Bank Direct Issuance Global Covered Bond Programme
The cover pool losses for Alpha's mortgage covered bond program
are 38.3%, with market risk of 18.5% and collateral risk of
19.8%. The collateral score for this program is currently 29.6%.
The OC in the cover pool is 18.8%, of which Alpha provides 5.3%
on a "committed" basis. The minimum OC level consistent with the
Caa2 rating target is 0.0%. These numbers show that Moody's is
not relying on "uncommitted" OC in its expected loss analysis.
Eurobank Ergasias S.A. Mortgage Covered Bonds I
The cover pool losses for Eurobank Ergasias I's mortgage covered
bond program are 35.0%, with market risk of 11.9% and collateral
risk of 23.1%. The collateral score for this program is
currently 34.4%. The OC in the cover pool is 46.4%, of which
Eurobank Ergasias provides 25.0% on a "committed" basis. The
minimum OC level consistent with the Caa2 rating target is 0.0%.
These numbers show that Moody's is not relying on "uncommitted"
OC in its expected loss analysis.
Eurobank Ergasias S.A. Mortgage Covered Bonds II
The cover pool losses for Eurobank Ergasias II's mortgage covered
bond program are 62.8%, with market risk of 27.6% and collateral
risk of 35.3%. The collateral score for this program is
currently 52.7%. The OC in the cover pool is 77.1%, of which
Eurobank Ergasias provides 5.3% on a "committed" basis. The
minimum OC level consistent with the Caa2 rating target is 0.0%.
These numbers show that Moody's is not relying on "uncommitted"
OC in its expected loss analysis.
National Bank of Greece S.A. Global Covered Bond Programme
The cover pool losses for National Bank of Greece I's mortgage
covered bond program are 38.9%, with market risk of 19.1% and
collateral risk of 19.8%. The collateral score for this program
is currently 29.6%. The OC in the cover pool is 80.0%, of which
National Bank of Greece provides 5.3% on a "committed" basis.
The minimum OC level consistent with the Caa2 rating target is
0.0%. These numbers show that Moody's is not relying on
"uncommitted" OC in its expected loss analysis.
National Bank of Greece S. A. Covered Bond Programme II
The cover pool losses for National Bank of Greece II's mortgage
covered bond program are 27.2%, with market risk of 7.4% and
collateral risk of 19.8%. The collateral score for this program
is currently 29.6%. The OC in the cover pool is 36.7%, of which
National Bank of Greece provides 25.0% on a "committed" basis.
The minimum OC level consistent with the Caa2 rating target is
0.0%. These numbers show that Moody's is not relying on
"uncommitted" OC in its expected loss analysis.
The CB anchor for the programs is the CR assessment plus one
notch. The CR assessment reflects an issuer's ability to avoid
defaulting on certain senior bank operating obligations and
contractual commitments, including covered bonds. Moody's may
use a CB anchor of the CR assessment plus one notch in the
European Union, or otherwise where an operational resolution
regime is particularly likely to ensure continuity of covered
bond payments.
All numbers in this section are based on Moody's most recent
modelling based on data as of March 31, 2015. For further
details on cover pool losses, collateral risk, market risk,
collateral score and TPI Leeway across covered bond programs
rated by Moody's please refer to "Moody's Global Covered Bonds
Monitoring Overview", published quarterly.
TPI FRAMEWORK: Moody's assigns a "timely payment indicator"
(TPI), which measures the likelihood of timely payments to
covered bondholders following a CB anchor event. The TPI
framework limits the covered bond rating to a certain number of
notches above the CB anchor.
The assigned TPIs for the all five mortgage covered bond programs
affected by the downgrades remain unchanged, as:
Alpha Bank AE
-- mortgage covered bonds under its Direct Issuance Global
program: "Very Improbable"
Eurobank Ergasias S.A.
-- mortgage covered bonds under its Covered Bonds I program:
"Probable-High"
-- mortgage covered bonds under its Covered Bonds II program:
"Very Improbable"
National Bank of Greece S.A.
-- mortgage covered bonds under its Global Covered Bonds
program: "Very Improbable"
-- mortgage covered bonds under its Covered Bonds II
program: "Probable"
FACTORS THAT WOULD LEAD TO AN UPGRADE OR DOWNGRADE OF THE
RATINGS:
The CB anchor is the main determinant of a covered bond program's
rating robustness. A change in the level of the CB anchor could
lead to an upgrade or downgrade of the covered bonds. The TPI
Leeway measures the number of notches by which Moody's might
lower the CB anchor before the rating agency downgrades the
covered bonds because of TPI framework constraints.
A multiple-notch downgrade of the covered bonds might occur in
certain limited circumstances, such as (1) a sovereign downgrade
negatively affecting both the CB Anchor and the TPI; (2) a
multiple-notch downgrade of the CB Anchor; or (3) a material
reduction of the value of the cover pool.
GREECE: Moody's Takes Actions on Notes in 8 SF Transactions
-----------------------------------------------------------
Moody's Investors Service, on July 3, 2015, downgraded and placed
on review for downgrade 14 notes and placed on review for
downgrade 5 notes in 8 Greek structured finance transactions.
This follows Moody's lowering of its country ceiling on Greece to
Caa2 from B3 and the downgrade of Greece's sovereign rating to
Caa3, on review for downgrade from Caa2 that occurred on July 1,
2015.
As a result of the rating actions, the maximum achievable rating
for outstanding Greek structured finance securities is now
Caa2(sf), down from B3(sf) previously.
RATINGS RATIONALE
-- MAXIMUM ACHIEVABLE RATING FOR GREEK STRUCTURED FINANCE
TRANSACTIONS IS NOW Caa2(sf)
The rating actions reflect Moody's downgrade of Greece's local
and foreign currency bond ceilings to Caa2 from B3.
The bond ceilings essentially reflect the risk of Greece leaving
the euro area and the impact of the resulting currency
redenomination on holders of Greek debt. Moody's acknowledges
that default need not entail exit, which would ultimately reflect
a political decision. However, the lower ceiling reflects
Moody's view that the probability of the one leading to the other
has risen.
-- APPROACH USED FOR RMBS RATINGS
MILAN CE is a key input in the RMBS methodology used to calibrate
the loss distribution in the cash flow model, however given the
low level of the Greek country ceilings, and the relatively high
level of expected losses, a MILAN CE that would generate the
desired loss distribution cannot be established. Therefore
Moody's did not carry out the cash flow analysis to determine the
note rating, but rather used a qualitative approach. The ratings
were positioned according to the ratio of the note credit
enhancement to the portfolio expected loss (CE/EL). The position
in the capital structure as well as note size were also taken
into account in the ratings. For illustration senior notes with
a CE/EL ratio of 2 or above can generally achieve a Ba3(sf)
rating, whereas a mezzanine or junior note with the CE/EL ratio
of 2 would on average achieve a Caa1(sf) rating. If CE/EL ratio
approximately equals 1, a senior note would likely achieve a
B1(sf) rating, whereas a mezzanine or junior note would likely
achieve a Caa3(sf) rating. Such approach is further adjusted in
view of maximum achievable rating.
12 RMBS NOTES DOWNGRADED
Moody's assessed the current credit enhancement (CE) level under
each senior RMBS note and compared it against the observed
performance and the expected loss for each transaction.
Moody's downgraded the 6 senior notes to the highest achievable
rating Caa2(sf) given the sufficient CE/EL for all transactions.
Small subordinated notes are subject to higher severities given
that 1) available cash flows would first be allocated to the
senior notes; and 2) any allocation of losses in smaller tranches
results in a higher severity compared to the same level of losses
in a much larger note. As a result, Moody's downgraded 6
subordinated notes in 6 transactions to Caa3(sf).
Moody's placed on review for downgrade those 6 senior and 6
subordinated notes ratings and placed on review for downgrade 5
additional subordinated notes already rated Caa3(sf).
-- TITLOS PLC NOTES DOWNGRADED ON INCREASED SOVEREIGN RISK
Moody's downgraded the note issued by Titlos plc to Caa3(sf) from
Caa2(sf) and placed the rating on review for downgrade. The note
is backed by a swap relying on payments by the Greek government,
reflecting the Greek sovereign rating. Moody's believes the main
risk driver of this transaction is Greek sovereign risk and, as
such, the rating on the notes closely mirror that of the Greek
government.
-- EPIHIRO PLC NOTES DOWNGRADED ON INCREASED SOVEREIGN RISK
Moody's downgraded the note issued by EPIHIRO PLC to Caa3(sf)
from B3(sf) and placed the rating on review for downgrade.
Moody's notes that the principal source of liquidity is provided
by a reserve fund kept in an account located in Greece and
maintained by Alpha Bank AE (Deposit rating Caa3, on review for
downgrade). Furthermore, the next payment to noteholders is
scheduled on 20 July 2015. The likely delays in clearing
transfers and the operational complexity in determining which
obligation would be affected increases the liquidity risks
affecting the payment to noteholders later this month. Moody's
believes that the Foreign Currency Bond Deposit Ceiling currently
at Caa3 reflects the liquidity risk resulting from the draws on
the reserve.
-- ALL NOTES ON REVIEW FOR DOWNGRADE
Ratings of all tranches are placed on review for downgrade. The
review for further downgrade will assess the implications of the
outcome of the referendum for Greece's willingness and ability to
reach agreement with its official sector creditors. A further
downgrade could follow if the probability of a default and/or
severity of loss to investors in the event of a default were to
rise to levels no longer commensurate with a Caa3 rating.
-- METHODOLOGIES
The principal methodology used in rating Estia Mortgage Finance
II PLC, Grifonas Finance No. 1 Plc, KION Mortgage Finance Plc,
Themeleion II Mortgage Finance Plc, Themeleion III Mortgage
Finance Plc and Themeleion IV Mortgage Finance Plc was "Moody's
Approach to Rating RMBS Using the MILAN Framework", published in
January 2015. The principal methodology used in rating EPIHIRO
PLC was "Moody's Global Approach to Rating Collateralized Loan
Obligations", published in February 2014. The principal
methodology used in rating Titlos plc was "Moody's Approach to
Rating Repackaged Securities", published in June 2015.
The analysis undertaken by Moody's at the initial assignment of a
rating for an RMBS security may focus on aspects that become less
relevant or typically remain unchanged during the surveillance
stage.
Factors that would lead to an upgrade or downgrade of the
ratings:
Factors or circumstances that could lead to an upgrade of the
ratings are (1) a decreased probability of high-loss scenarios
owing to a downgrade of the country ceiling; (2) improvement in
the notes' available CE; and (3) improvement in the credit
quality of the transaction counterparties.
LIST OF AFFECTED RATINGS
Issuer: EPIHIRO PLC
EUR1623M Class A Notes, Downgraded to Caa3 (sf) and Placed
Under Review for Possible Downgrade; previously on May 4, 2015
Downgraded to B3 (sf)
Issuer: Estia Mortgage Finance II PLC
EUR1137.5 mil. A Notes, Downgraded to Caa2 (sf) and Placed
Under Review for Possible Downgrade; previously on May 4, 2015
Downgraded to B3 (sf)
Issuer: Grifonas Finance No. 1 Plc
EUR897.7 mil. A Notes, Downgraded to Caa2 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to B3 (sf)
EUR23.8 mil. B Notes, Downgraded to Caa3 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to Caa2 (sf)
EUR28.5 mil. C Notes, Caa3 (sf) Placed Under Review for
Possible Downgrade; previously on May 4, 2015 Downgraded to
Caa3 (sf)
Issuer: KION Mortgage Finance Plc
EUR553.8 mil. A Notes, Downgraded to Caa2 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to B3 (sf)
EUR28.2 mil. B Notes, Downgraded to Caa3 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to Caa2 (sf)
EUR18 mil. C Notes, Caa3 (sf) Placed Under Review for Possible
Downgrade; previously on May 4, 2015 Downgraded to Caa3 (sf)
Issuer: Themeleion II Mortgage Finance Plc
EUR690 mil. A Notes, Downgraded to Caa2 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to B3 (sf)
EUR37.5 mil. B Notes, Downgraded to Caa2 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to B3 (sf)
EUR22.5 mil. C Notes, Downgraded to Caa3 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to Caa1 (sf)
Issuer: Themeleion III Mortgage Finance Plc
EUR900 mil. A Notes, Downgraded to Caa2 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to B3 (sf)
EUR20 mil. B Notes, Downgraded to Caa3 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to Caa1 (sf)
EUR40 mil. C Notes, Caa3 (sf) Placed Under Review for Possible
Downgrade; previously on May 4, 2015 Downgraded to Caa3 (sf)
EUR40 mil. M Notes, Downgraded to Caa2 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to B3 (sf)
Issuer: Themeleion IV Mortgage Finance Plc
EUR1352.9M A Notes, Downgraded to Caa2 (sf) and Placed Under
Review for Possible Downgrade; previously on May 4, 2015
Downgraded to B3 (sf)
EUR155.5M B Notes, Caa3 (sf) Placed Under Review for Possible
Downgrade; previously on May 4, 2015 Downgraded to Caa3 (sf)
EUR46.6M C Notes, Caa3 (sf) Placed Under Review for Possible
Downgrade; previously on May 4, 2015 Affirmed Caa3 (sf)
Issuer: Titlos plc
EUR5100 mil. M A Notes, Downgraded to Caa3 (sf) and Placed
Under Review for Possible Downgrade; previously on May 4, 2015
Downgraded to Caa2 (sf)
HELLENIC TELECOMMUNICATIONS: Moody's Lowers CFR to 'Caa2'
---------------------------------------------------------
Moody's Investors Service downgraded Hellenic Telecommunications
Organization S.A.'s (OTE) corporate family rating (CFR) to Caa2
from B3 and its probability of default rating (PDR) to Caa2-PD
from B3-PD. Concurrently, Moody's downgraded the senior unsecured
ratings of the global medium-term note program (GMTN) to (P)Caa2
from (P)B3 and the rating on the global bonds to Caa2 from B3
issued by OTE PLC (OTE's fully and unconditionally guaranteed
subsidiary). All ratings remain on review for downgrade.
These rating actions follow the deterioration of Greece's credit
profile as reflected in Moody's decision on July 1 to downgrade
the Government of Greece's government bond ratings to Caa3 from
Caa2 and place the ratings on review for further downgrade and to
lower the foreign-currency ceiling to Caa2 from B3.
"OTE is predominantly a Greek business with approximately 70% of
its revenues generated in Greece," says Carlos Winzer, Moody's
Senior Vice President and lead analyst for OTE. "While OTE
continues to perform in line with its business plan and has taken
steps to insulate itself as much as possible from the Greek
economy, the downgrade of the foreign-currency ceiling exerts
pressure on OTE's ratings as the company's credit-worthiness will
remain closely linked to conditions in its domestic environment."
RATINGS RATIONALE
The action follows the deterioration of Greece's credit profile
as reflected in Moody's decision to downgrade Greece's sovereign
foreign currency ceiling to Caa2, as well as the risk of further
deterioration of OTE's business and financial prospects that
would likely accompany further deterioration in the Greek
economic environment.
The recent turmoil is affecting investment and consumer
confidence, with an expected impact on OTE's revenues. In
addition, the implementation of a bank holiday and capital
controls in Greece could lead to an increase in the amount of
unpaid receivables, as consumers find more difficult to get hold
of cash to pay their bills.
Despite the fact that OTE has demonstrated a degree of resilience
through the recent period of sovereign stress and has taken steps
to further insulate itself from the Greek economy, the company
remains exposed to developments in the domestic Greek market. In
this regard, the company has limited direct exposure to domestic
banks and has continued to enhance its international banking
relationships. The rating agency notes that the impact of the
current disruption in the Greek banking system on OTE is likely
be limited in the short term as OTE has no Greek bank debt
exposure.
Whilst these factors allow OTE's ratings to be positioned higher
than the government's bond rating, at the Caa2 sovereign ceiling,
increased uncertainty in Greece exerts negative pressure on
Greece's sovereign creditworthiness and, in turn, OTE's ratings.
At Caa2, OTE's ratings reflect (1) the fact that a non-Greek
financial subsidiary (OTE PLC, which is domiciled in the UK and
subject to English law) issues its debt; (2) the fact that around
30% of OTE's revenues and 25% of its EBITDA are generated outside
Greece; (3) Moody's expectation that OTE will maintain
substantial cash balances of around EUR1 billion to pre-fund
future bond maturities; and (4) the implicit support it receives
from its largest shareholder, Deutsche Telekom AG (Baa1 stable).
WHAT COULD CHANGE THE RATINGS UP/DOWN
Prior to placing the rating on review for downgrade, Moody's said
that any potential positive rating development would require an
upgrade of the Greek Sovereign rating, a more substantial
dissociation of the company's business and financial prospects
from those of the Greek economy, and/or more explicit support
from Deutsche Telekom.
Prior to placing the rating on review for downgrade, Moody's said
that a rating downgrade could occur if (1) Moody's were to
downgrade Greece's government bond rating; (2) conditions in the
domestic environment were to deteriorate further as a result of a
weakening of Greece's credit profile or a material increase in
the risk of Greece exiting the euro area; and/or (3) unexpected
pressure on OTE's liquidity were to emerge, particularly as a
result of a failure by the company to maintain comfortable cash
balances.
Hellenic Telecommunications Organization S.A. (OTE) is the
leading telecommunications operator in Greece, servicing 2.8
million retail fixed access lines, 1.3 million retail fixed-line
broadband connections, more than 353,482 TV subscribers and 7.4
million mobile customers as of December 2014. In addition to its
wireless operations in Greece, OTE offers mobile telephony
services in Albania (two million customers) and Romania (six
million customers) through Cosmote, Greece's leading provider of
mobile telecommunications services. In addition, OTE offers
wireline services in Romania through Telecom Romania. OTE is also
involved in a range of other activities in Greece, notably in
real estate. OTE owns 100% of Germanos, the largest distributor
of technology-related products in southeast Europe. OTE's major
shareholder is Deutsche Telekom with an equity stake of 40%.
=============
H U N G A R Y
=============
BUDA-CASH: Reserves Not Enough to Compensate Customers
------------------------------------------------------
MTI reports that liquidator PSFN said on July 2 an investigation
into the assets of Buda-Cash concluded that the company does not
have sufficient reserves left of certain securities to meet
customers' demands for compensation.
According to MTI, whereas it is not expected that clients will be
fully reimbursed, the PSFN will work out a timetable for doing so
in the case of these securities.
The investigation concluded that there were also Richter, MOL and
OTP Bank shares missing along with discount treasury bills and
government bonds, MTI discloses.
Buda-Cash was a Hungarian brokerage company.
On March 4, 2015, the National Bank of Hungary revoked the
license of Buda-Cash and initiated its liquidation.
=============
I R E L A N D
=============
EUROMAX V: Fitch Upgrades Rating on Class A3 Notes to 'CCsf'
------------------------------------------------------------
Fitch Ratings has upgraded Euromax V ABS PLC as follows:
Class A1 (XS0274615656): upgraded to 'Bsf' from 'CCCsf', Stable
Outlook
Class A2 (XS0274616381): upgraded to 'CCCsf' from 'CCsf'
Class A3 (XS0274616977): upgraded to 'CCsf' from 'Csf'
Class A4 (XS0274617439): affirmed at 'Csf'
Class B1 (XS0274617603): affirmed at 'Csf'
Class B2 (XS0274617942): affirmed at 'Csf'
Class D1 combination notes (XS0274619138): affirmed at 'Csf'
Class D2 combination notes (XS0274619211): affirmed at 'Csf'
Euromax V is a securitization of mainly European SF securities
with the total note issuance of EUR307.5 million to be invested
in a target portfolio of EUR300 million. The underlying
securities are primarily RMBS and CMBS, but also include ABS and
corporate CDO assets.
KEY RATING DRIVERS
The upgrades reflect the improvement in credit enhancement (CE)
and the stable asset performance since last review. The class A1
notes have been redeemed by EUR38.1 million over the past year
and as a result CE has increased to 44.3% from 29.1%. The
affirmations of the subordinated tranches are due to the negative
CE and increased portfolio concentration.
The portfolio quality has been stable since Fitch's last review.
The weighted average rating factor increased slightly to 32.42
from 32.31 in Jun 2014 and approximately 33% of the portfolio is
in the 'CCC' and below bucket. Assets with investment grade
ratings have decreased slightly to 41.2% from 41.7% at the last
review. The two largest sectors in current portfolio remain RMBS
and CMBS. However, since the last review, CMBS have amortized
faster than RMBS as CMBS's proportion decreased to 22.5% from
38.0% and RMBS's proportion increased to 55.9% from 44.0%.
Exposure to countries with a Country Ceiling below 'AAA' makes up
22.3% of the portfolio, primarily composed of Italy and Portugal.
The weighted average spread has increased to 2.3% from 1.9% a
year ago. All overcollateralization tests are continuing to fail,
which means excess spread is diverted to redeem the class A1
notes and interest on the class A4, B1 and B2 notes is deferred.
The class D1 and D2 combination notes' ratings reflect the
ratings of their respective component classes. There have been no
distributions to the class D1 and D2 notes since May 2009 due to
the component classes deferring interest as a result of the OC
test breach.
RATING SENSITIVITIES
Applying a 1.25x default rate multiplier or a 0.75x recovery rate
multiplier to all assets in the portfolio would not have any
impact on the senior notes but would result in a downgrade of up
to three notches for the class A2 and A3 notes.
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 transactions. There were no findings that were
material to this analysis.
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 transactions
over the years is consistent with the agency's expectations given
the operating environment and Fitch is therefore satisfied that
the asset pool 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.
OCS OPERATIONS: High Court Confirms Liquidators Appointment
-----------------------------------------------------------
Aodhan O'Faolain at The Irish Times reports that the High Court
has confirmed the appointment of joint liquidators to OCS
Operations, the company which formerly operated Clery's
department store.
There was no objection to the application, The Irish Times notes.
The court also heard that in a report furnished by liquidators
that they intend to establish a committee made up of the firm's
creditors which will investigate a number of matters of concern,
The Irish Times relates.
According to The Irish Times, Paul Gallagher SC, for the
liquidators, said a creditors' meeting will take place on a yet
unspecified date in August.
Last month, the liquidators were appointed on a provisional basis
by Mr. Justice Paul Gilligan after the court was told the company
was balance sheet insolvent, The Irish Times recounts. A short
time after the appointment was made, the Dublin city center store
shut its doors for the last time, The Irish Times relays.
The company, which petitioned the court for the appointment of
provisional liquidators, ceased trading with the loss of more
than 400 jobs, The Irish Times discloses. The company directly
employed 130 people, The Irish Times notes.
About another 330 were employed by 50 concession holders, who
sold their wares in the department store and paid OCS Operations
a percentage of their turnover, according to The Irish Times.
At the High Court, Mr. Justice Cregan, as cited by The Irish
Times, said he was satisfied to confirm the liquidators
appointment. The judge also made a number of orders including
that the former directors, Rafael Klotz and Malcolm Maclennan
Macaulay of the company swear statements of affairs, The Irish
Times relates.
The appointments were sought after the OCS group of companies was
sold to Natrium Ltd. hours before the appointment of liquidators
was sought, The Irish Times notes.
Clerys is a Dublin-based retailer. The company owns three home
furnishings stores, in Leopardstown and Blanchardstown in Dublin,
and in Naas, Co Kildare.
* IRELAND: Corporate Insolvencies Drop to 275 in Q2 2015
--------------------------------------------------------
Paul O'Donoghue at Independent.ie reports that there were 275
corporate insolvencies in the second quarter of 2015, according
to statistics from Deloitte. This marked a sharp drop from the
same period last year, when 347 companies went bust, the report
says.
However, the number of insolvencies represented a 10pc increase
on the first quarter of the year, when 250 companies went
insolvent, Independent.ie relates.
According to the report, the highest level of corporate
insolvencies were recorded in the retail sector which accounts
for 16pc (44) of the total. This represented a 52% increase on
the previous quarter, the largest movement over all the
industries analysed.
Independent.ie quotes David Van Dessel, of Deloitte's
restructuring services division, as saying that: "The statistics
indicate that trading conditions remain extremely difficult for
retailers.
"While some consumers feel they may have more to spend, the
upturn in the economy is not yet being felt by all. This muted
level of increased consumer spend, coupled with legacy issues
such as debt levels, means that it is likely to remain a
difficult environment for many Irish retailers in the coming
months.
"In terms of the outlook across the board, we are seeing some
positive indicators. However, one in five SME corporate loans is
non-performing, representing approximately EUR7.bn. In addition,
the cost of debt to SMEs has been increasing over the last number
of years."
=========
I T A L Y
=========
BLUE PANORAMA: Italy Seeks Buyer For Bankrupt Carrier
-----------------------------------------------------
Alan Dron at ATW Online reports that the Italian government is
seeking a buyer for Blue Panorama by the end of the summer season
at the latest.
The airline entered bankruptcy protection for the second time in
less than two years in March 2014, ATW Online notes. It was
placed in an insolvency procedure known as Amministrazione
Straordinaria, which is similar to the US Chapter 11 bankruptcy
proceedings, by which a company is given a chance to reorganize
in the hope of being able to carry on business, the report says.
According to the report, the Italian government has taken control
of the airline's affairs as the former searches for a suitable
purchaser. The report says the aim is to sell the airline as a
going concern via a tender process; services have been maintained
while this search proceeds.
ATW Online relates that a spokesman for the airline said the aim
is "to complete the procedure, with any required assessment and
authorization, by the end of the current IATA Summer Season at
latest."
The airline, founded in 1998, operates a fleet consisting of
three Boeing 767-300ERs three Boeing 737-300s, one -400 and one -
500 from bases at Rome Fiumicino and Milan Malpensa airports to a
variety of leisure destinations in the Mediterranean, East Africa
and the Caribbean, ATW Online discloses .
CARTESIO SRL 2003-1: Moody's Raises Ratings on 5 Tranches to Ba3
----------------------------------------------------------------
Moody's Investors Service has upgraded its ratings in three
Italian asset-backed securities (ABS) transactions whose
portfolios comprise healthcare receivables. Specifically,
Moody's has upgraded:
-- Cartesio S.r.l. - Series 2003-1's (Cartesio 2003) tranches
1, 2, 3, 4 and 5 to Ba3(sf) from B1(sf), on review for
upgrade;
-- D'Annunzio S.r.l.'s (D'Annunzio) Class A notes to Baa3(sf)
from Ba1(sf), on review for upgrade; and
-- Posillipo Finance S.r.l.'s (Posillipo) Series 2007-1 Asset-
Backed Floating Rates Notes due 2035 to Ba2(sf) from
Ba3(sf), on review for upgrade.
The aforementioned upgrades conclude the review that Moody's
initiated on these three transactions on March 20, 2015.
RATINGS RATIONALE
The positive rating actions follow Moody's upgrade of one of the
transactions' swap counterparties, Dexia Crediop S.p.A., to Ba3
from B2, on watch for upgrade and the assignment of a Ba3(cr)
Counterparty Risk Assessment (CR Assessment) on June 23, 2015.
Following the upgrade, all three transactions' counterparty risk
exposure associated with Dexia Crediop S.p.A. has decreased.
-- EXPOSURE TO DEXIA CREDIOP S.P.A.
Dexia Crediop S.p.A. acts as:
(1) one of the interest-rate and cross-currency swap
counterparties for Cartesio 2003's class 1, 2, 3 and 4
notes. It hedges about 13% of the cross-currency risk
exposure and about 9% of the interest-rate risk exposure
over a weighted-average life of about 14 years;
(2) one of the interest-rate risk swap counterparties for
Posillipo. It hedges one-third of the interest-rate risk
exposure over a weighted-average life of 11.5 years; and
(3) one of the interest-rate risk swap counterparties in
D'Annunzio. It hedges 23.5% of the interest-rate risk
exposure over a weighted-average life of 2.8 years.
Although Dexia Crediop S.p.A. is not a swap counterparty for
Cartesio 2003 tranche 5 notes, all of the transaction's notes
rank pari passu in the priority of payments. Therefore, they
would share losses resulting from any swap counterparty default
and bear the same rating.
Dexia Crediop S.p.A has followed through with its obligation to
open a collateral account in the account banks of each
transaction. The account bank for Cartesio 2003 is Deutsche Bank
AG, London Branch (A3 deposit rating/(P)P-2), Posillipo's account
bank is Citibank N.A. (A1 deposit rating/P-1) and D'Annunzio's
account bank is BNP Paribas Securities Services (A1 deposit
rating/P-1). However, Dexia Crediop S.p.A is not posting any
collateral at the moment. Dexia Crediop S.p.A has not been
replaced or guaranteed, as contemplated in the swap documentation
of all three transactions.
The upgrade reflects the decreased risk of Dexia Crediop S.p.A's
defaulting under the transactions' swap agreements. In its
analysis, Moody's has applied the approach described in its
applicable cross sector methodology.
Exposure to cross-currency or interest-rate swaps over a long
horizon links Moody's ratings in the transactions to that on the
swap counterparty. This is because both cross-currency and
interest-rate risk would significantly increase the loss severity
for note holders if the swap counterparty were to default. The
absence of liquidity mechanisms and lack of credit enhancement in
Cartesio 2003, Posillipo and D'Annunzio also increase the linkage
between the ratings on the tranches and that on Dexia Crediop
S.p.A. In light of this linkage, the application of our
methodology and the upgrade of Dexia Crediop S.p.A, Moody's has
upgraded its ratings in all three transactions.
--- EXPOSURE TO OTHER SWAP COUNTERPARTIES
The three transactions are all exposed to other swap
counterparties than Dexia Crediop S.p.A, but the CR assessment
for these counterparties is well above the ratings on the Italian
regions to which the underlying loans are exposed. Effective
collateral and transfer triggers further reduce the risk
associated with the exposure to these other counterparties.
Therefore, there is limited linkage of the tranches to the other
swap counterparties.
Factors that would lead to an upgrade or downgrade of the rating:
Factors that would lead to an upgrade are (1) improvement in the
credit quality of the transaction counterparties and in
particular Dexia Crediop S.p.A as swap counterparty; (2)
improvement in the credit quality of the Italian regions to which
the underlying loans are exposed to.
Factors that would lead to a downgrade are (1) deterioration in
the credit quality of the transaction counterparties and in
particular Dexia Crediop S.p.A as swap counterparty; (2)
deterioration in the credit quality of the Italian regions to
which the underlying loans are exposed to.
List of Affected Ratings:
Issuer: Cartesio S.r.l. - Series 2003-1
EUR200 mil. Tranche 1 Notes, Upgraded to Ba3 (sf); previously
on March 20, 2015, B1 (sf) Placed Under Review for Possible
Upgrade;
EUR200 mil. Tranche 2 Notes, Upgraded to Ba3 (sf); previously
on March 20, 2015, B1 (sf) Placed Under Review for Possible
Upgrade
US$450M Tranche 3 Notes, Upgraded to Ba3 (sf); previously on
March 20, 2015, B1 (sf) Placed Under Review for Possible
Upgrade
GBP200 mil. Tranche 4 Notes, Upgraded to Ba3 (sf); previously
on March 20, 2015, B1 (sf) Placed Under Review for Possible
Upgrade
EUR141 mil. Tranche 5 Notes, Upgraded to Ba3 (sf); previously
on March 20, 2015, B1 (sf) Placed Under Review for Possible
Upgrade
Issuer: D'Annunzio S.r.l.
EUR327.375 mil. Class A Notes, Upgraded to Baa3 (sf);
previously on March 20, 2015, Ba1 (sf) Placed Under Review for
Possible Upgrade
Issuer: POSILLIPO FINANCE S.R.L.
EUR452.655M Series 2007-1 Asset-Backed Floating Rate Notes due
2035, Upgraded to Ba2 (sf); previously on March 20, 2015, Ba3
(sf) Placed Under Review for Possible Upgrade
=====================
N E T H E R L A N D S
=====================
CADOGAN SQUARE III: S&P Raises Rating on Class E Notes to B+
------------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Cadogan Square CLO III B.V.'s class A, B, C, and E notes. At the
same time, S&P has affirmed its rating on the class D notes.
The rating actions follow S&P's review of the transaction's
performance, using data from the May 20, 2015 report, and the
application of S&P's relevant criteria.
Since S&P's previous review on May 2, 2014, the weighted-average
spread earned on the collateral pool has decreased to 4.20% from
4.30%. The transaction's weighted-average life has increased to
4.26 years from 4.20 years, over the same period. A higher
weighted-average life and lower weighted-average spread would
generally result in lower break-even default rates (BDRs). The
BDR is the maximum default rate that a tranche can withstand.
S&P has also observed that the proportion of assets that it
considers to be rated in the 'CCC' category ('CCC+', 'CCC', and
'CCC-') has increased in both notional and percentage terms to
11.20% from 2.94%. Assets that S&P considers to be defaulted
(i.e., debt obligations of obligors rated 'CC', 'SD' [selective
default], or 'D') have decreased in both notional and percentage
terms to 1.28% from 5.94%.
The par value tests comply with the required trigger under the
transaction documents for all classes of notes. The available
credit enhancement has increased for all classes of notes. S&P
considers this increase to be a result of the class A notes'
partial amortization. Since S&P's previous review, the class A
notes' outstanding balance has further decreased to EUR43.5
million from EUR241.7 million. In S&P's analysis, it also
considered that the transaction is in its post-reinvestment
period, which ended in January 2013.
S&P subjected the capital structure to our cash flow analysis, by
applying its corporate cash flow collateralized debt obligation
(CDO) criteria, to determine the BDR at each rating level. S&P
used the reported portfolio balance that it considered to be
performing, the principal cash balance, the weighted-average
spread, and the weighted-average recovery rates that S&P
considered to be appropriate.
S&P incorporated various cash flow stress scenarios, using
various default patterns, levels, and timings for each liability
rating category, in conjunction with different interest rate
stress scenarios. To help assess the collateral pool's credit
risk, S&P used CDO Evaluator 6.0.1 to generate scenario default
rates (SDRs) at each rating level. SDRs are the targeted default
rates that S&P expects a tranche to be able withstand for a given
portfolio. S&P then compared these SDRs with their respective
BDRs.
Taking into account S&P's observations outlined above, it
considers the available credit enhancement for the class A, B, C,
and E notes to be commensurate with higher ratings than those
currently assigned. S&P has therefore raised its ratings on
these classes of notes.
The results of S&P's analysis support its view that its rating on
the class D notes is commensurate with its available credit
enhancement. S&P has therefore affirmed its 'BBB- (sf)' rating
on this class of notes.
Based on S&P's counterparty risk analysis, it has concluded that
the transaction documents for the derivative counterparties
(Credit Suisse International and JPMorgan Chase Bank N.A.) are
not in line with S&P's current counterparty criteria. As such,
S&P has conducted its cash flow analysis assuming that the
transaction does not benefit from support from a derivative
counterparty in rating scenarios that are one notch above the
rating of the counterparty--issuer credit rating (ICR) plus one
notch. S&P uses the ICR plus one notch as the downgrade
provisions are in line with its previous counterparty criteria.
Above these rating levels, S&P considered in its analysis that
these counterparty agreements do not exist and that the assets
are exposed to currency risk.
Cadogan Square CLO III is a cash flow collateralized loan
obligation (CLO) transaction that securitizes loans to primarily
speculative-grade corporate firms.
RATINGS LIST
Cadogan Square CLO III B.V.
EUR507 mil senior secured floating-rate notes
Ratings
Class Identifier To From
A 12760LAA6 AAA (sf) AA+ (sf)
B XS0277191713 AA+ (sf) AA (sf)
C 12760LAC2 A+ (sf) A (sf)
D 12760LAD0 BBB- (sf) BBB- (sf)
E XS0277189576 B+ (sf) B (sf)
FORNAX BV: S&P Lowers Rating on Class E Notes to 'B-'
-----------------------------------------------------
Standard & Poor's Ratings Services lowered its credit ratings on
FORNAX (ECLIPSE 2006-2) B.V.'s class C, X, D, and E notes, and
subsequently withdrew its rating on the class X notes. At the
same time, S&P has affirmed its ratings on the class F and G
notes.
The rating actions follow S&P's continued review of the
transaction over recent interest payment dates (IPDs), on which
the class F and G notes have experienced continued interest
shortfalls. The class E notes experienced interest shortfalls at
the February 2015 IPD, although the accrued interest shortfall
repaid at the following May 2015 IPD.
The transaction continues to experience cash flow disruptions due
to a combination of spread compression between the loan and the
notes, as well as high prior ranking transaction costs which,
together, have resulted in insufficient funds available to meet
all interest payments due on the notes.
As indicated in the cash manger reports over recent IPDs, the
transaction has become more exposed to periodic spikes in prior
ranking transaction costs. S&P's analysis indicates that the
transaction is particularly vulnerable to periodic spikes in
third-party fees, as well as liquidation fees payable as and when
a loan (in special servicing) is paid down or sold.
With the risk of higher work-out fees, together with further
principal repayments, and the subsequent spread compression
between the loan and the notes, S&P's analysis indicates that it
may become harder for the transaction to repay existing
shortfalls. Furthermore, S&P also believes that more senior
classes of notes have become more vulnerable to cash flow
disruptions.
S&P's ratings in FORNAX (ECLIPSE 2006-2) address the timely
payment of interest and the repayment of principal no later than
legal final maturity in February 2019.
The rating actions on the class C and D notes reflects S&P's view
that although it considers the available credit enhancement for
both classes of notes to be sufficient to mitigate the risk of
losses from the underlying loans in higher rating stress
scenarios, S&P believes that these classes of notes have become
vulnerable to interest shortfalls as a result of periodic
increases in senior costs, in particular, liquidation fees and
intermittent "third-party" fees. S&P has therefore lowered its
ratings on the class C and D notes.
The class X notes are interest-only notes and rank between the
class C and D notes. S&P has lowered to 'A (sf)' and
subsequently withdrawn its rating on this class of notes, in line
with its criteria for rating interest-only securities.
Although S&P also considers the available credit enhancement for
the class E notes to be sufficient to mitigate the risk of losses
from the underlying loans in higher rating stress scenarios, S&P
has lowered to 'B- (sf)' from 'B+(sf)' its rating on the class E
notes as this class of notes has previously experienced interest
shortfalls and remains vulnerable to interest payment default
given the transaction's cash flow disruptions, in S&P's view.
S&P has affirmed its 'D (sf)' ratings on the class F and G notes
as these classes of notes have experienced continued interest
shortfalls.
FORNAX (ECLIPSE 2006-2) is a true sale 2006-vintage commercial
mortgage-backed securities (CMBS) transaction. Initially backed
by 19 loans, the transaction is now backed by four loans secured
on properties in Germany, Austria, and Italy.
RATINGS LIST
FORNAX (ECLIPSE 2006-2) B.V.
EUR545.134 mil commercial mortgage-backed variable- and floating-
rate notes
Ratings
Class Identifier To From
C XS0267554508 A (sf) AA (sf)
X XS0267557196 A (sf) AA (sf)
D XS0267554920 BBB+ (sf) A+ (sf)
E XS0267555570 B- (sf) B+ (sf)
F XS0267555737 D (sf) D (sf)
G XS0267556032 D (sf) D (sf)
Ratings Subsequently Withdrawn
FORNAX (ECLIPSE 2006-2) B.V.
EUR545.134 mil commercial mortgage-backed variable- and floating-
rate notes
Ratings
Class Identifier To From
X XS0267557196 NR A (sf)
NR--Not rated
ILLAWARRA SERIES: RBS Downgrade No Impact on Fitch's BB+ Rating
---------------------------------------------------------------
Fitch Ratings says that the downgrade of the Royal Bank of
Scotland N.V. (RBS), which is a standby interest rate swap
provider in Illawarra Series 2006-1 RMBS Trust and Illawarra
Series 2007-1 CMBS Trust, had no impact on the transactions
because RBS posted sufficient collateral to be an eligible
derivative counterparty under the current criteria.
On May 19, 2015, Fitch Ratings downgraded RBS's Long- and Short-
term Issuer Default Ratings (IDRs) to 'BBB+'/'F2' from 'A'/'F1';
Outlook Stable. The rating action was in conjunction with Fitch's
review of sovereign support for banks globally, which the agency
announced in March 2014.
The current ratings are as follows:
Illawarra Series 2006-1 RMBS Trust
Class A at 'AAAsf'; Outlook Stable; and
Class B at 'BBsf'; Outlook Stable.
Illawarra Series 2007-1 CMBS Trust
Class B at 'AAAsf'; Outlook Stable;
Class C at 'AAAsf'; Outlook Stable;
Class D at 'AAsf'; Outlook Stable; and
Class E at 'BB+sf'; Outlook Stable.
=============
R O M A N I A
=============
HIDROELECTRICA SA: To Open Power Plant in Hunedoara This December
-----------------------------------------------------------------
Simona Bazavan at Business Review reports that Hidroelectrica SA
will open this December a hydroelectric power plant in Hunedoara
following a EUR58 million investment, the still insolvent state-
owned company has announced.
The power plant is built on the Strei river and is presently
62 percent complete, the report says. It has a 12MW installed
power capacity.
Overall, Hidroelectrica is planning to build up to seven
hydroelectric power plants on the Strei river which would require
an estimated investment of EUR420 million, according to Business
Review.
Between 2012 and 2014 Hidroelectrica has invested over
EUR270 million in new power plants, the report discloses citing
company data.
Business Review relates that for the period 2015-2020 the state
company has an investment budget of over EUR1.3 billion. Out of
this, EUR450 million will be used to complete investment projects
that have already begun (Racovita, Bretea, Rastolita, Siriu-
Surduc, Dumitra-Bumbesti) and EUR305 million for technological
upgrades of four high capacity power plants (Stejaru - 210MW,
Vidraru -- 220MW, Raul Mare Retezat -- 335 MW and Mariselu -- 220
MW). Another EUR240 million will go into maintenance works and
EUR300 million will be invested in new renewable energy
production capacities (wind, solar and biomass), the report
notes.
As reported by the Troubled Company Reporter-Europe on May 28,
2015, Reuters related that Remus Borza, Hidroelectrica's manager,
said the company will not exit a court-administered insolvency
process this year, as initially expected, due to lengthy legal
challenges. The European Union state's largest and cheapest
power producer was pushed back into insolvency for the second
time in early 2014, and is being run by a court-appointed
manager, Reuters disclosed.
Hidroelectrica is a Romanian state-owned electricity producer.
===========
R U S S I A
===========
GIVA INSURANCE: S&P Withdraws 'B+' Counterparty Credit Rating
-------------------------------------------------------------
Standard & Poor's Ratings Services withdrew its 'B+' long-term
counterparty credit and financial strength ratings and its 'ruA'
Russia national scale rating on Russia-based Giva Insurance
Company LLC.
At the time of the withdrawal, all ratings on Giva were on
CreditWatch with negative implications, where S&P placed them on
April 1, 2015.
Giva's shareholders, who are also shareholders of Giva's former
sister company, Russia-based Pomosch Insurance Co. Ltd., recently
sold Giva to new owners. S&P has received confirmation of the
transaction from Giva's former shareholders. S&P also verified
news of the transaction against information publicly available
from Russia's Uniform State Register of Legal Entities.
As the result of this sale, S&P no longer views Giva as Pomosch's
core entity.
The withdrawal reflects the lack of information from the issuer
and the new owners. S&P do not have sufficient details to assess
Giva's stand-alone creditworthiness.
===========
S E R B I A
===========
SERBIA: Fitch Affirms 'B+' Long-Term Issuer Default Ratings
-----------------------------------------------------------
Fitch Ratings has affirmed Serbia's Long-term foreign and local
currency Issuer Default Ratings (IDR) at 'B+'. The Outlooks are
Stable. The issue ratings on Serbia's senior unsecured foreign
and local currency bonds have also been affirmed at 'B+'. The
Country Ceiling has been affirmed at 'B+' and the Short-term
foreign currency IDR at 'B'.
KEY RATING DRIVERS
The affirmation of Serbia's sovereign ratings reflects the
following key rating drivers:
The government is pursuing a fiscal consolidation plan. After a
widening of the fiscal deficit to 6.7% of GDP in 2014, partly due
to the impact of the severe May 2014 floods, we now expect the
deficit to reduce to about 5% in 2015. The revision from the 6.3%
forecast in January is due to encouraging data for the first few
months of 2015, notably one-off items and the good performance of
public revenue.
The deficit is expected to continue reducing in the coming years,
to 4.4% in 2016 and 4.0% in 2017, on the back of further growth
in government revenue and a reduction in subsidies to state-owned
enterprises (SOEs). A reduction in pensions and the 10% cut in
public salaries decided in late 2014 as part of the IMF program
is achieving results, but the government is already discussing a
potential renewed increase in public wages and pensions.
As a result of the large fiscal deficit, public debt remains on a
growing trend. Debt is expected to exceed 80% of GDP at end-2015,
partly as a result of exchange rate effects. This number includes
contingent liabilities and guaranteed debt of SOEs, worth about
9% of GDP. Debt is expected to peak at nearly 85% by 2017, well
above the 'B' and 'BB' category medians. About 75% of public debt
is foreign-currency denominated, exposing the debt trajectory to
exchange rate fluctuations as has been the case since late 2014.
However, the government maintains good access to financial
markets and deposits of 8.7% of GDP at end-2014, so liquidity
risks are modest.
The government is advancing the restructuring of the fiscally
costly SOE sector. Despite support from international financial
institutions, notably the World Bank, technical capacity
constraints continue to lengthen the process. Privatizations are
unlikely to generate large proceeds, but the government's primary
objective is to reduce state subsidies and stop the accumulation
of commercial arrears. There has been some progress with the
largest SOEs, and the forthcoming 12% increase in electricity
prices will help the financial sustainability of the state-owned
electricity company, EPS.
The staff-level agreement with the IMF on a three-year
precautionary program signed in late 2014 has been followed
successfully by the Serbian authorities so far. It has allowed
for strong involvement of the IMF, as illustrated by the
participation in the drafting of the 2015 budget and the
necessity for it to approve the issuance of new guarantees to
SOEs. The program is proving to be an effective policy anchor and
has helped reassure financial markets.
The economy contracted by 1.8% in 2014, mainly as a result of the
May 2014 floods. Austerity measures will continue to weigh on
domestic demand in 2015, but we expect some improvements in the
external sector. The re-starting of the steel mill, which was
affected by the floods, could still provide some upwards risks to
our forecast.
The Serbian banking sector appears liquid and well-capitalized
but the presence of four Greek-owned banks in Serbia,
representing of 14.1% of total banking sector assets, could pose
risks. Their legal status somewhat shields them from direct
spill-overs from a potential Greek exit of the eurozone and the
central bank recently applied temporary measures strengthening
the monitoring of these institutions and limiting transactions
with their parent banks. Although these banks have created
adequate liquidity and capital buffers, reputational risks could
still materialize into outflows of deposits. The costs of
bailing-out one or more Greek-owned banks would be substantial
and poses the risk of derailing the ongoing fiscal consolidation
framework.
External vulnerabilities remain a key rating weakness. We expect
the current account deficit (CAD) to continue fluctuating around
6.0%-6.5% of GDP in the coming years. Because Europe is Serbia's
main trading partner, representing 65% of exports and 63% of
imports, a pick-up in demand from European markets could
significantly boost exports. FDI inflows appear to continue
performing relatively well, covering a large share of the CAD.
External debt is growing, reaching nearly 80% of GDP at end-2014,
as public debt growth outweighs the modest decline in private
external debt but also reflecting exchange rate effects.
Serbia's 'B+' Long-term IDRs are supported by income per head
above the 'B' and 'BB' median, superior human development and
ease of doing business indicators relative to rating peers, and
the January 2014 EU decision to open accession talks with Serbia.
RATING SENSITIVITIES
The Stable Outlook reflects Fitch's assessment that upside and
downside risks to the rating are currently well balanced. The
main risk factors that, individually or collectively, could
trigger positive rating action are:
-- Successful implementation of a credible medium-term fiscal
consolidation program that effectively reduces public
debt/GDP.
-- Stronger economic growth and a narrowing of external
imbalances.
The main risk factors that, individually or collectively, could
trigger negative rating action are:
-- The materialization of contingent liabilities in the banking
sector stemming from their exposure to Greece.
-- Failure to implement fiscal consolidation that puts debt
dynamics on a more sustainable path.
-- A recurrence of exchange rate pressures leading to a fall in
reserves and a sharp rise in debt levels and the interest
burden.
KEY ASSUMPTIONS
The ratings and Outlooks are sensitive to a number of
assumptions.
Fitch assumes that the government will maintain its proposed
reform and fiscal consolidation agenda, in line with the IMF
agreement.
Fitch assumes the gradual progress in deepening fiscal and
financial integration at the eurozone level will continue; key
economic imbalances within the currency union will be slowly
unwound; and eurozone governments will tighten fiscal policy over
the medium term.
=========
S P A I N
=========
AYT DEUDA SUBORDINADA: Fitch Hikes Cl. B Notes Rating to CCCsf
--------------------------------------------------------------
Fitch Ratings has upgraded AyT Deuda Subordinada 1, as follows:
EUR144.0 million Class A (ES0312284005): upgraded to 'CCCsf'
from'CCsf'
EUR60.7 million Class B (ES0312284013): upgraded to 'CCsf' from
'Csf'
EUR22.8 million Class C (ES0312284021): affirmed at 'Csf'
The transaction is a securitization that originally consisted of
a portfolio of 10-year bullet subordinated bonds, originated by
nine Spanish financial institutions. After several mergers
between the issuers and debt per equity exchanges the portfolio
currently consists of EUR123 million subordinated debt from four
investment grade Spanish entities and equity from Banco Mare
Nostrum (BMN, BB/Stable/B), with a book value of EUR97.4 million
KEY RATING DRIVERS
Recovery Proceeds From Equity Disposal
Fitch has upgraded the class A notes as a potential IPO or sale
of BMN would result in improved recovery proceeds for the
transaction and potentially avoiding a future default of the
class A notes. Fitch understands that an IPO or share disposal is
being considered by BMN and the Spanish government, which is the
owner of 65% of BMN' shares, as highlighted by several public
comments. Additionally, Fitch has upgraded the class B notes as
their default does not seem inevitable as a very high valuation
of BMN's shares would also avoid such default.
Under-collateralization of the Notes
Disregarding potential recovery proceeds from BMN shares
disposal, the class A notes are under-collateralized and the
class B and C notes have no collateral. The issuer's assets
(excluding BMN's shares) consist of EUR123 million of
subordinated bonds from investment grade entities while the class
A notes total EUR144.0 million, resulting in EUR21 million under-
collateralization.
Unpaid Interest on Junior Tranches
Interest on the class B and C notes is being deferred and their
unpaid cumulative interest is increasing. Cumulative unpaid
interest currently stand at EUR735,000 and EUR393,000 for the
class B and C notes, respectively.
Notes Amortization
EUR145 million of the class A notes became due for early
amortization in June 2013, due to the exchange of EUR145 million
of subordinated debt for BMN shares. However, only EUR39.4
million could amortize due to insufficient available funds, after
fully using the liquidity deposit. Since September 2013, the
class A excess spread has been used to amortize class A
principal, which has decreased to EUR144.0 million from EUR145.1
million.
RATING SENSITIVITIES
The ratings are already at a distressed level therefore a further
deterioration of the pool is unlikely to affect them. However, a
potential sale of BMN shares resulting in recovery proceeds could
lead to an upgrade if the proceeds exceeded EUR21.0m class A
under collateralization.
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
pool 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 portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.
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.
RMBS SANTANDER 4: S&P Assigns CC Rating to Class C Notes
--------------------------------------------------------
Standard & Poor's Ratings Services assigned its credit ratings to
Fondo de Titulizacion, RMBS Santander 4's class A, B, and C
mortgage-backed floating-rate notes.
At closing, the issuer used the class A and B notes' issuance
proceeds to purchase a portfolio of approximately 84 months
seasoned prime first-lien Spanish residential mortgage loans,
which Banco Santander S.A. and Banco Espanol de Credito S.A
originated. The pool comprises mortgage loans granted solely for
the acquisition of residential properties, and consists of high
loan-to-value (LTV) ratio mortgage loans (102.9%, according to
the seller). It also includes a high percentage of loans, the
initial terms of which have been modified since they were granted
(20.64% of the closing pool balance), and loans that have been in
arrears at some point in the last 12 months (33.81%). S&P has
considered these factors in its analysis. The class C notes'
issuance proceeds were used to fund the reserve fund, which
represents 5% of the outstanding balance of the class A and B
notes at closing.
S&P's ratings reflect the application of its Spanish residential
mortgage-backed securities (RMBS) criteria, and S&P's assessment
of the transaction's credit features, payment structure, cash
flow mechanics, and the results of S&P's cash flow analysis to
assess whether the notes would be repaid under stress test
scenarios. Subordination and the reserve fund provide credit
enhancement to the rated notes, which rank senior to the junior
notes. As with other Spanish transactions, interest and
principal (and the reserve fund) are combined into a single
priority of payments. The notes amortize sequentially, with no
trigger for pro rata amortization. Under the transaction
documents, interest payments on the class B notes can rank junior
in the waterfall priority of payments, based on cumulative
default thresholds. Under the transaction documents, such a
change in the waterfall priority of payments would not constitute
an event of default.
S&P's ratings also reflect the application of its criteria for
rating single-jurisdiction securitizations above the sovereign
foreign currency rating (RAS criteria) and current counterparty
criteria.
Following the application of S&P's RAS criteria, its Spanish RMBS
criteria, and its current counterparty criteria, S&P has
determined that its assigned rating on the class A notes in this
transaction should be the lower of (i) the rating as capped by
S&P's RAS criteria, (ii) the rating that the class of notes can
attain under S&P's Spanish RMBS criteria, and (iii) the maximum
supported rating under its current counterparty criteria. In
this transaction, S&P's current counterparty criteria constrain
its rating on the class A notes at 'A+ (sf)'.
The transaction is exposed to counterparty risk in respect of
Banco Santander, as guaranteed investment contract account
provider. S&P classifies such a role as "direct limited" under
its current counterparty criteria. The documented minimum
required rating and remedial actions mitigate the counterparty
risk exposure in the transaction and the maximum potential rating
is 'A+ (sf)', in accordance with S&P's current counterparty
criteria.
Taking these factors into account, S&P considers the available
credit enhancement for the rated notes to be commensurate with
the assigned ratings. The class C notes do not constitute an
asset-backed security. The class C notes' issuance proceeds were
used to fund the reserve fund and their interest payments are
subordinated to the topping up of the reserve fund in the
waterfall priority of payments.
S&P's ratings on the notes in this transaction address the timely
payment of interest and the ultimate payment of principal.
RATINGS LIST
Fondo de Titulizacion, RMBS Santander 4
EUR3.098 Billion Residential Mortgage-Backed Floating-Rate Notes
Class Rating Amount
(mil. EUR)
A A+ (sf) 2,360.0
B CCC (sf) 590.0
C CC (sf) 147.5
===========================
U N I T E D K I N G D O M
===========================
AFREN PLC: Chapter 15 Case Summary
----------------------------------
Chapter 15 Debtor: Afren plc
Kinnard House
1 Pall Mall East
United Kingdom
Chapter 15 Case No.: 15-11452
Chapter 15 Petition Date: July 2, 2015
Court: United States Bankruptcy Court
District of Delaware (Delaware)
Judge: Hon. Kevin Gross
Chapter 15 Petitioner's Counsel: John L. Bird, Esq.
FOX ROTHSCHILD LLP
919 North Market St., Suite 300
Wilmington, DE 19801
Tel: 302-622-4263
Fax: 302-656-8920
Email: jbird@foxrothschild.com
- and -
Jeffrey M. Schlerf, Esq.
FOX ROTHSCHILD LLP
Citizens Bank Center, Suite 300
919 North Market Street
Tel: P.O. Box 2323
Wilmington, DE 19899-2323
Tel: 302-654-7444
Fax: 302-656-8920
Email:jschlerf@foxrothschild.com
Estimated Assets: More than $1 billion
Estimated Debts: More than $1 billion
BRIDON GROUP: Moody's Affirms B3 CFR & Changes Outlook to Stable
----------------------------------------------------------------
Moody's Investors Service has changed the outlook on all ratings
of Bridge Holdco 4 Ltd, the ultimate holding company for Bridon
Group, to stable from positive. Concurrently, the group's B3
Corporate Family Rating (CFR), B3-PD Probability of Default
Rating (PDR) as well as the B2 instrument rating on the USD286
million senior secured first lien term loan, USD40 million senior
secured revolving credit facility and the Caa2 rating on the
USD111 million senior secured second lien term loan borrowed by
Bridge Finco LLC have been affirmed.
RATINGS RATIONALE
The change in the outlook on Bridon's ratings reflects weaker
than expected operating performance over the past months and a
rather bleak outlook for the remainder of 2015. The significant
drop in oil prices is the primary driver of weak demand for the
company's high performance ropes used in various applications in
the Oil&Gas industry. With active rig numbers for on-shore
drilling down by 40-50% in North America and also rig-numbers in
off-shore declining, this has resulted in a significant drop in
demand, affecting in particular Bridon's North American
operations. Weaker demand from industrial end markets as well as
weaker than expected recovery in demand from mining customers
further contributed to current trading remaining well below our
initial expectation factored into the formerly positive outlook.
In addition, we note that the company's EBITDA generation was
negatively affected by adverse fx movements, lower fixed cost
absorption and higher freight costs, although some of these
factors might not re-occur or even reverse over the next few
months. As a result of weak profitability, key financial
indicators have worsened and are expected to further weaken over
the course of 2015, with Moody's adjusted debt/EBITDA expected to
increase to above 8x as of yearend 2015, which is high for the B3
rating category.
On a more positive note, we take comfort from Bridon being one of
the leading manufacturer of wire ropes that are safety and/or
mission critical for asset performance in a diverse range of end
markets, most of which are however cyclical. Also, its high
exposure to replacement demand (estimated around 80% of total
group sales), make the group less reliant on new project business
and should provide some visibility to profit and cash flow
generation. However, as many of its Oil&Gas customers are
undertaking destocking activities, the negative effects from such
measures can still result in a significant drop in volumes as
seen over the past months. More encouragingly, pricing and hence
contribution margin still hold up quite well.
The stable outlook on Bridon's ratings is predicated on our
expectation that despite the significant decline in profitability
experienced since Q4 last year and expected further pressure for
the remainder of 2015 from continued softness in several end
markets, the company will be able to achieve at least break even
free cash flow as per Moody's definition. This will be supported
by a focus on working capital management as well as tight capex
spending, to at least partly offset pressure from lower profit
generation. Based on Moody's assumption of the company's
reported EBITDA dropping to around GBP30 million by yearend 2015,
headroom under the financial covenant, which is included in the
documentation of its revolving credit facility and only gets
tested if the RCF is drawn more than 30%, will remain adequate at
around 20%.
The rating could be downgraded should Bridon not be able to limit
free cash flow generation to breakeven levels and start to incur
negative free cash flow in 2015 and/or tightening covenant
headroom. In addition to a weakening liquidity profile, the
rating could also come under pressure if financial metrics were
to weaken beyond our current expectation with debt/EBITDA as
adjusted by Moody's increasing and remaining significantly above
7x in 2016.
A higher rating would require Bridon to build a track record of
profitability improvements that allows the group to materially
deleverage. Quantitatively, Moody's would consider a positive
rating action if Moody's adjusted Debt/EBITDA were to decline to
6x times with consistently positive free cash flow generation.
Outlook Actions:
Issuer: Bridge HoldCo 4 Ltd
Outlook, Changed To Stable From Positive
Issuer: Bridge Finco LLC
Outlook, Changed To Stable From Positive
Affirmations:
Issuer: Bridge HoldCo 4 Ltd
Probability of Default Rating, Affirmed B3-PD
Corporate Family Rating, Affirmed B3
Issuer: Bridge Finco LLC
Senior Secured Bank Credit Facility (Foreign Currency) Nov 12,
2019, Affirmed B2
Senior Secured Bank Credit Facility (Foreign Currency) Nov 12,
2021, Affirmed B2
Senior Secured Bank Credit Facility (Foreign Currency) Nov 12,
2022, Affirmed Caa2
The principal methodology used in these ratings was Global
Manufacturing Companies published in July 2014. Other
methodologies used include Loss Given Default for Speculative-
Grade Non-Financial Companies in the U.S., Canada and EMEA
published in June 2009.
Bridge Holdco 4 Ltd (Bridon) is a globally active manufacturer
and supplier of specialist high quality wire rope. Key product
lines include wire rope and strand, fibre rope and wire,
specialist installations and inspection services, supplying
global customers in the oil & gas, mining, industrial, marine and
infrastructure sectors. The company focuses on safety or
mission/performance critical ropes, requiring high technological
know-how and innovation capabilities. In the last twelve months
ending March 2015, Bridon generated revenues of GBP249 million.
FAIRHURST WARD: Goes Out of Business, Cuts 250 Jobs
---------------------------------------------------
Chris Price at Kent Online reports that a royal building and
decorating firm which renovated Buckingham Palace has gone out of
business with the loss of more than 250 jobs.
Fairhurst Ward Abbotts, based in Dartford, called in
administrators after suffering "severe cash flow difficulties"
made worse after creditors filed a winding up petition, according
to Kent Online.
The report notes that the company, which was granted the Queen's
Royal Warrant of Appointment in 2000, had suffered losses of
nearly GBP1.6 million last year according to its latest accounts.
It said this had been caused by a number of loss-making
contracts, which it said had been rectified, the report relates.
A handful of staff have been retained for a short period to help
administrators from Begbies Traynor to divide up the firm's
assets. The business had employed 253 people, the report
discloses.
"The directors had been tirelessly attempting to source new
external investment and funding to enable the continuation of
trading. However despite their efforts no investment has been
forthcoming within the timeframe available, and the situation was
exacerbated by the filing of a winding-up petition by a
creditor," the report quoted joint administrators Jamie Taylor
and Kirstie Provan as saying.
"Due to the nature of the business and the lack of available
funding, the joint administrators' strategy will be focused on an
orderly wind down of the business and preserving as much value as
possible within the assets for the benefit of stakeholders," the
report administrators added.
Established in 1941, the royal decorator has carried out work on
Hampton Court Palace, the National Gallery, the Science Museum,
National Maritime Museum and the Barbican. Its latest client
list included the V&A Museum, Kensington Palace, Windsor Castle
and the Royal Household.
K VILLAGE: Bought Out of Administration for an Undisclosed Sum
--------------------------------------------------------------
The Westmorland Gazette reports that Kendal's troubled K Village
complex has been bought out of administration for an undisclosed
sum.
The new owners are Lou Kendal Limited, a newly-formed subsidiary
of investment companies based in Northern Ireland and London.
The company has promised major investments into the struggling
center, but is keeping tight-lipped about what its plans are,
according to The Westmorland Gazette.
Miles Allen, representing the new owners, said: "We look forward
to making K Village a success and a destination both for locals
and tourists alike. We will be investing substantially into the
complex to improve the building. We are confident that we can
turn the fortunes of the complex round, but it will take time to
achieve all we want," the report quoted Mr. Allen as saying.
Developers Kendal Riverside Ltd, which has had problems
attracting and retaining tenants at K Village since it opened in
2010, went into administration late in 2012 with debts of GBP68
million, the report notes.
Since then, the center has been run by administrators at KPMG.
There was fresh optimism for the complex in September 2014 when
South Lakeland District Council lifted strict rules on it being a
'factory outlet', meaning it could only sell seconds and
discounted end-of-line goods, the report discloses.
At the time, Simon Adams of agents Peill and Co. -- the man
responsible for filling the complex's vacant units -- said they
could now be marketed to local retailers as well as national
brands, the report relays.
But there are still currently six empty retail and leisure units,
with a further two -- Mountain Warehouse and Pro Cook -- set to
close down, the report notes.
PIHL: Court Rules Isle of Wight Council Won't Get GBP152K Back
--------------------------------------------------------------
Isle of Wright County Press Online reports that more than
GBP150,000 paid to Cowes Enterprise College developers Pihl after
they went into administration will not be returned to the Isle of
Wight Council.
The cash was part of a GBP517,878 payment made to Pihl after the
company went into administration in 2013, forcing the council --
which said the cash was paid by mistake and was not owed -- to
have to take the company's administrators to court in a bid to
get it back, according to Isle of Wright County Press Online.
But the Isle of Wight Council admitted this week that it had
accepted an interim judgment, made in March -- following a
hearing in Scotland, where Pihl was based -- which meant
GBP152,574.84 would not be returned, the report relates.
This was after the court ruled the council did owe the money to
the company, the report discloses. The Isle of Wight Council
faces an ongoing legal battle for the remaining GBP365,000, the
report notes.
News of the disputed payment blunder was broken by the Isle of
Wight County Press last September, the report relates.
In May, two months after the GBP152,000 ruling, an Isle of Wight
County Press request for news on the legal proceedings was met
with a response from the Isle of Wight Council that there had
been no updates, the report says.
The following month the Isle of Wight Council met a follow up
request with a response that it had been advised not to comment
while proceedings were ongoing, the report discloses.
The report discloses that confirming the interim judgement
against it, the Isle of Wight Council said: "Throughout the court
proceedings the council has been strongly advised by its external
lawyers that it should not comment in relation to the case as to
do so could prejudice proceedings.
"Although the leader and executive wanted to comment and be open
and transparent on this issue, they have taken their
responsibilities seriously and heeded the legal advice the
council had received in order to ensure the best possible chance
at recovering the money paid. On this basis the leader was
advised not to comment on either the interim award or the case
itself and his responses have reflected this advice," the council
said.
"However, because of the persistent media interest the council
has decided to respond and to provide an update despite the legal
advice," the council said
Since September 2014 the land and buildings at Cowes Enterprise
College have been owned and managed by Ormiston Academies Trust,
the report adds.
PRECISION ENGINEERING: Goes Into Liquidation
--------------------------------------------
itv News reports that staff at a Borders engineering firm in
Kelso have been sent home after being told it has gone into
liquidation.
Up to 80 staff have lost their jobs following the collapse of the
Borders Precision Engineering firm at Pinnaclehill Farm Estate,
according to itv News.
They were informed that they would be given a week's pay, the
report notes.
The company originally went into administration in 2013, but was
bought by a Borders-based syndicate called Tri Cap, the report
relates.
Dean Wetherston, who is vice-chair of Kelso Community Council,
said he was disappointed to hear the company hadn't contacted
Scottish Borders Council and Citizens Advice Bureau on behalf of
its staff, the report adds.
READING ROOMS: Dundee Council Takes Legal Action Over Unpaid Tax
----------------------------------------------------------------
Darren Hamilton at Evening Telegraph reports that the city
council has launched a legal bid to bankrupt Reading Rooms.
According to Evening Telegraph, lawyers for the local authority
are bidding to have the Reading Rooms sequestrated over claims
that it owes unpaid property tax.
The club's licensee, James Grieve, is named as the defender in
papers lodged with Dundee Sheriff Court, but the total amount of
money allegedly owed or the period to which the arrears relate
has not been disclosed, Evening Telegraph notes.
The civil action called at the court last week where a warrant
was granted to cite Mr. Grieve to appear, relates.
The case will call again on Aug. 4, Evening Telegraph discloses.
If the council is successful, assets could be sold off in order
to pay the debt, Evening Telegraph says.
The Reading Rooms, located in Blackscroft in the city center, is
a popular underground music venue. The club opened in 2002 and
regularly welcomes top international DJs. The 350-capacity
nightspot is housed within a former public library, according to
Evening Telegraph.
THE ABBEY: Closes Door Without Warning
--------------------------------------
Burton Mail reports that a popular watering hole has closed its
doors without warning and has been put on the market.
The Abbey, in Station Street, Burton, still has cutlery, napkins
and tomato ketchup bottles on the tables in a move which has
similarities to 2013 when the venue closed in almost exactly the
same way, according to Burton Mail.
The report notes that it is now up for sale with estate agents
Christie and co.
Formerly known as The Goodridge, Barracuda Bar and Gravity, the
pub is on the market for a guide rental price of GBP50,000 per
year, the report relates.
On the agent's Web site, the pub is described as a 'large,
comfortable, single-roomed free-house,' the report says.
"We have been asked to find a new tenant for the Abbey and are
offering a new 10-year lease at nil premium and a guide rent of
GBP50,000 per annum. Ideally we are looking for an experienced
operator, preferably a branded style operator, more in the food-
led area which we believe would be sustainable," the report
quoted Paul Reilly, of Christie and co, a saying.
The historic building is also described by the agents as
'popular' with shoppers and family-friendly during the day, the
report notes.
No notice has been placed at the venue following the closure to
inform customers of the reasons it has closed its doors, the
report relates.
The report discloses that posters remain in the window
advertising a summer fair and the awnings are up.
===============
X X X X X X X X
===============
* Large Companies with Insolvent Balance Sheets
-----------------------------------------------
Total
Shareholders Total
Equity Assets
Company Ticker (US$MM) (US$MM)
------- ------ ------ ------
AA LTD 2968492Z LN -3387310342 2941216446
AA PLC AAL BQ -3387310342 2941216446
AA PLC AA/ TQ -3387310342 2941216446
AA PLC AA/ IX -3387310342 2941216446
AA PLC AAAAL S1 -3387310342 2941216446
AA PLC AA/ EB -3387310342 2941216446
AA PLC 2XA GR -3387310342 2941216446
AA PLC AA/GBX EU -3387310342 2941216446
AA PLC AA/GBX EO -3387310342 2941216446
AA PLC AA/ LN -3387310342 2941216446
AA PLC 1023859D SW -3387310342 2941216446
AA PLC AAL B3 -3387310342 2941216446
AA PLC AAL S2 -3387310342 2941216446
AA PLC AAL L3 -3387310342 2941216446
AA PLC AA/EUR EU -3387310342 2941216446
AA PLC AA/EUR EO -3387310342 2941216446
AA PLC-SUB SHS 1253131D LN -3387310342 2941216446
AARDVARK TMC LTD 1768297Z LN -1779177.627 149732584.7
ABBOTT MEAD VICK 648824Q LN -1685905.65 168264096.2
ABF GRAIN PRODUC 1276922Z LN -48465868.55 670357516.4
ACCIONA INMOBILI 4029797Z SM -201626913.2 1629582757
ACEROS PARA LA 1656Z SM -263940.0005 119468482.1
ACTUACIONES ACTI AGR SM -102379482.8 427577243.8
ADRIA AIRWAYS 54757Z SV -51858436.56 134746896.3
ADRIA CABLE BV 4044453Z NA -62348693.94 188829025.3
ADVANCE DISPLAY ADTP PZ -3015579018 2590008061
ADVANCE DISPLAY ADTPEUR EO -3015579018 2590008061
ADVANCE DISPLAY ADTPEUR EU -3015579018 2590008061
AEA TECHNOLO-FPR AATF PZ -251538429 142000079.4
AEA TECHNOLO-FPR AATF LN -251538429 142000079.4
AEA TECHNOLO-NPR AATN PZ -251538429 142000079.4
AEA TECHNOLO-NPR AATN LN -251538429 142000079.4
AEA TECHNOLOGY AAT PO -251538429 142000079.4
AEA TECHNOLOGY AAT VX -251538429 142000079.4
AEA TECHNOLOGY AAT IX -251538429 142000079.4
AEA TECHNOLOGY EAETF US -251538429 142000079.4
AEA TECHNOLOGY G AATGBP EO -251538429 142000079.4
AEA TECHNOLOGY G 1005182D GR -251538429 142000079.4
AEA TECHNOLOGY G AAT LN -251538429 142000079.4
AEA TECHNOLOGY G 0884037D EO -251538429 142000079.4
AEA TECHNOLOGY G AEATF US -251538429 142000079.4
AEA TECHNOLOGY G 0884036D EU -251538429 142000079.4
AEA TECHNOLOGY G AAT PZ -251538429 142000079.4
AEGEK AGEKF US -129281233.7 283727598.7
AEGEK AEGEK GA -129281233.7 283727598.7
AEGEK AEGEK EO -129281233.7 283727598.7
AEGEK AGK GR -129281233.7 283727598.7
AEGEK AEGEK PZ -129281233.7 283727598.7
AEGEK AEGEK EU -129281233.7 283727598.7
AEGEK S.A. AEGEKY B3 -129281233.7 283727598.7
AEGEK S.A. AEGEKY L3 -129281233.7 283727598.7
AEGEK S.A. AEGEKY S2 -129281233.7 283727598.7
AEGEK S.A. - RTS 989399Q GA -129281233.7 283727598.7
AEGEK S.A.-RTS AEGEPR GA -129281233.7 283727598.7
AEGEK S.A.-RTS AEGEKR GA -129281233.7 283727598.7
AEGEK SA-AUCTION AEGEKE GA -129281233.7 283727598.7
AEGEK-PFD 2733073Q EU -129281233.7 283727598.7
AEGEK-PFD AEGEP GA -129281233.7 283727598.7
AEGEK-PFD 2733077Q EO -129281233.7 283727598.7
AEGEK-PFD AEGEP PZ -129281233.7 283727598.7
AEGEK-PFD AUCTIO AEGEPE GA -129281233.7 283727598.7
AFFINITI INTEGRA 1651064Z LN -436307727.6 341755295.2
AFRICA OFFSHORE AOSA NO -280249984 357512992
AG PETZETAKIS SA PZETF US -110809481.9 206423169.8
AG PETZETAKIS SA PTZ1 GR -110809481.9 206423169.8
AG PETZETAKIS SA PETZK EO -110809481.9 206423169.8
AG PETZETAKIS SA PETZK EU -110809481.9 206423169.8
AG PETZETAKIS SA PETZK PZ -110809481.9 206423169.8
AG PETZETAKIS SA PTZ GR -110809481.9 206423169.8
AG PETZETAKIS SA PETZK GA -110809481.9 206423169.8
AGOR AG NDAGF US -482467.0522 144438127.4
AGOR AG DOO GR -482467.0522 144438127.4
AGOR AG DOO EU -482467.0522 144438127.4
AGOR AG DOOD PZ -482467.0522 144438127.4
AGOR AG DOO EO -482467.0522 144438127.4
AGOR AG DOOG IX -482467.0522 144438127.4
AGOR AG DOO S1 -482467.0522 144438127.4
AGOR AG-RTS 2301918Z GR -482467.0522 144438127.4
AGORA SHOPPING C 214766Z LN -50701197.21 252336526.8
AGRUPACIO - RT AGR/D SM -102379482.8 427577243.8
AIR BERLIN PLC AB1 S1 -139659058.8 2886844064
AIR BERLIN PLC AB1 NQ -139659058.8 2886844064
AIR BERLIN PLC AIBEF US -139659058.8 2886844064
AIR BERLIN PLC AB1 QM -139659058.8 2886844064
AIR BERLIN PLC AB1 PZ -139659058.8 2886844064
AIR BERLIN PLC AB1D S2 -139659058.8 2886844064
AIR BERLIN PLC AB1 BQ -139659058.8 2886844064
AIR BERLIN PLC AB1 EU -139659058.8 2886844064
AIR BERLIN PLC AB1GBX EU -139659058.8 2886844064
AIR BERLIN PLC AB1 EB -139659058.8 2886844064
AIR BERLIN PLC AB1 QT -139659058.8 2886844064
AIR BERLIN PLC AB1GBP EO -139659058.8 2886844064
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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 * * *