/raid1/www/Hosts/bankrupt/TCREUR

/raid1/www/Hosts/bankrupt/TCREUR_Public/150825.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, August 25, 2015, Vol. 16, No. 167 Headlines B E L G I U M ROYAL IMTECH: Cordeel Groep Acquires Shares of Belgian Units G E R M A N Y IMTECH DEUTSCHLAND: Creditors Grant Credit Line I R E L A N D CARLYLE GLOBAL 2015-2: Moody's Assigns B2 Rating to Class E Notes CARLYLE GLOBAL 2015-2: Fitch Assigns 'B-sf' Rating to Cl. E Debt L U X E M B O U R G LION/GEM LUXEMBOURG: S&P Puts 'B-' CCR on Watch Negative M A C E D O N I A MACEDONIA: Fitch Affirms 'BB+' Long-Term Issuer Default Ratings N E T H E R L A N D S AI ALABAMA: S&P Assigns 'B' Corp. Credit Rating, Outlook Stable E-MAC DE 2005-I: Moody's Lowers Rating on Class C Notes to Caa3 MAXEDA DIY: S&P Assigns 'B' CCR & Rates Sr. Sec. Facilities 'B' P O R T U G A L BANCO ESPIRITO: Aug. 31 Cut-Off for Anbang's Novo Banco Bid Talks R U S S I A DALTA-BANK JSC: Under Provisional Administration, License Revoked GAZPROMBANK: S&P Affirms 'BB+/B' Counterparty Credit Ratings INVESTMENT TRADE: Moody's Lowers Long-Term Deposit Rating to Caa3 INVESTMENT TRADE: Moody's Lowers Currency Deposit Ratings to Caa3 SNCI MGB: Put Under Provisional Administration, License Revoked U N I T E D K I N G D O M BHS: Retail Acquisitions in Talks to Secure New Financing DECO 9: Moody's Lowers Rating on Class A2 Notes to 'Ba2' EMERALD 2: S&P Affirms 'B' Corp. Credit Rating, Outlook Stable LUDGATE FUNDING 2006: Fitch Affirms 'CCCsf' Rating on Cl. E Debt NEW CORNWALL: Concerns Raised Over Finances Following CVA SHIELD HOLDCO: Moody's Withdraws B2 Corporate Family Rating THRONES 2015-1: Fitch Assigns 'BB-sf' Rating to Class E Debt THRONES 2015-1: S&P Assigns BB Rating to Class E-Dfrd Notes U Z B E K I S T A N HALK BANK: S&P Puts 'B+' Counterparty Rating on CreditWatch Neg. X X X X X X X X * Large Companies with Insolvent Balance Sheets ********* ============= B E L G I U M ============= ROYAL IMTECH: Cordeel Groep Acquires Shares of Belgian Units ------------------------------------------------------------ The trustees of Imtech Benelux Group B.V. on Aug. 19 closed an acquisition agreement with the Belgian construction company Cordeel Groep. Cordeel Groep has acquired the shares in Imtech Belgium Holding N.V. and Imtech Belgie B.V. The trustees said that this secures the jobs of around 800 Imtech employees. It has also safeguarded considerable interests on the part of the companies' creditors and principals. As a result, there is no need to use the bank guarantees amounting to EUR24,000,000. With the approval of the trustees on Aug. 19, the banks sold the shares in Imtech Toegangstechniek B.V. to Record Holding Nederland B.V., a subsidiary of Agta Record AG. This Switzerland-listed company is a global player in the field of automated doors. A positive effect is that it was possible to pay the salaries at Imtech Industrial Services B.V. and Imtech Industry International B.V. after the banks unfroze the bank accounts of these divisions. All share transactions executed and yet to be executed will not benefit the shareholders of Royal Imtech N.V. In the Netherlands, Imtech Building Services B.V. was declared bankrupt on August 18, 2015. As a result, about 1,200 employees will lose their jobs. There is considerable interest in the assets and activities of Imtech Building Services B.V. About Royal Imtech Royal Imtech N.V. is a European technical solutions provider in the fields of electrical and mechanical solutions and automation. With around 22,000 employees working in seven divisions, Imtech achieves annual revenue of approx. 4 billion euro. Imtech holds attractive positions in the buildings and industrial markets in the Netherlands, Belgium, Luxembourg, Germany (Insolvency), Austria, Eastern Europe, Sweden, Norway, Finland, UK, Ireland and Spain, as well as in the European market for traffic & infra and in the global marine market. Royal Imtech N.V. related that, upon the request of administrators, the Rotterdam District Court has declared it bankrupt ('failliet') as of August 13, 2015. In addition, Imtech Capital B.V., Imtech B.V. and Imtech Group B.V. also have been declared bankrupt as of August 13, 2015. The administrators during the suspension of payments have been appointed as trustees in bankruptcy. Royal Imtech N.V. was granted suspension of payments ('surseance van betaling') on August 11, 2015. ============= G E R M A N Y ============= IMTECH DEUTSCHLAND: Creditors Grant Credit Line ----------------------------------------------- Maria Sheahan at Reuters reports that Peter Alexander Borchardt, Imtech Germany's insolvency administrator, on Aug. 21 said in a statement, creditors have granted the German unit of bankrupt Dutch engineering services company Imtech a credit line worth a "significant" sum in the millions of euros. Mr. Borchardt, as cited by Reuters, said it is currently unclear whether Imtech Germany will need to draw on the credit line because its liquidity has developed better than expected. He also said Imtech Germany's roughly 4,000 employees would be paid their wages as planned this week, thanks to a government program that steps in to pay workers when a company becomes insolvent, Reuters relates. ============= I R E L A N D ============= CARLYLE GLOBAL 2015-2: Moody's Assigns B2 Rating to Class E Notes ----------------------------------------------------------------- Moody's Investors Service announced that it has assigned these definitive ratings to notes issued by Carlyle Global Market Strategies Euro CLO 2015-2 Limited: EUR238,225,000 Class A-1A Senior Secured Floating Rate Notes due 2029, Assigned Aaa (sf) EUR5,275,000 Class A-1B Senior Secured Fixed Rate Notes due 2029, Assigned Aaa (sf) EUR30,350,000 Class A-2A Senior Secured Floating Rate Notes due 2029, Assigned Aa2 (sf) EUR10,550,000 Class A-2B Senior Secured Fixed Rate Notes due 2029, Assigned Aa2 (sf) EUR25,800,000 Class B Senior Secured Deferrable Floating Rate Notes due 2029, Assigned A2 (sf) EUR24,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2029, Assigned Baa3 (sf) EUR24,900,000 Class D Senior Secured Deferrable Floating Rate Notes due 2029, Assigned Ba2 (sf) EUR12,500,000 Class E Senior Secured Deferrable Floating Rate Notes due 2029, Assigned B2 (sf) RATINGS RATIONALE Moody's definitive rating of the rated notes addresses the expected loss posed to noteholders by legal final maturity of the notes in 2029. The definitive ratings reflect the risks due to defaults on the underlying portfolio of loans given the characteristics and eligibility criteria of the constituent assets, the relevant portfolio tests and covenants as well as the transaction's capital and legal structure. Furthermore, Moody's is of the opinion that the collateral manager, CELF Advisors LLP, has sufficient experience and operational capacity and is capable of managing this CLO. Carlyle Global Market Strategies Euro CLO 2015-2 Limited is a managed cash flow CLO. At least 90% of the portfolio must consist of senior secured obligations and up to 10% of the portfolio may consist of senior unsecured obligations, second- lien loans, mezzanine obligations and high yield bonds. The portfolio is expected to be 96.75% ramped up as of the closing date and to be comprised predominantly of corporate loans to obligors domiciled in Western Europe. The remainder of the portfolio will be acquired during the six month ramp-up period in compliance with the portfolio guidelines. CELF will manage the CLO. It will direct the selection, acquisition and disposition of collateral on behalf of the Issuer and may engage in trading activity, including discretionary trading, during the transaction's four-year reinvestment period. Thereafter, purchases are permitted using principal proceeds from unscheduled principal payments and proceeds from sales of credit risk obligations or credit improved obligations, and are subject to certain restrictions. In addition to the eight classes of notes rated by Moody's, the Issuer issued EUR42,700,000 of subordinated notes which are not rated. The transaction incorporates interest and par coverage tests which, if triggered, divert interest and principal proceeds to pay down the notes in order of seniority. Loss and Cash Flow Analysis: Moody's modelled the transaction using CDOEdge, a cash flow model based on the Binomial Expansion Technique, as described in Section 2.3 of the "Moody's Global Approach to Rating Collateralized Loan Obligations" rating methodology published in February 2014. The cash flow model evaluates all default scenarios that are then weighted considering the probabilities of the binomial distribution assumed for the portfolio default rate. In each default scenario, the corresponding loss for each class of notes is calculated given the incoming cash flows from the assets and the outgoing payments to third parties and noteholders. Therefore, the expected loss or EL for each tranche is the sum product of (i) the probability of occurrence of each default scenario and (ii) the loss derived from the cash flow model in each default scenario for each tranche. Moody's used these base-case modelling assumptions: Par Amount: EUR 400,000,000 Diversity Score: 36 Weighted Average Rating Factor (WARF): 2785 Weighted Average Spread (WAS): 4.05% Weighted Average Coupon (WAC): 5.00% Weighted Average Recovery Rate (WARR): 42.00% Weighted Average Life (WAL): 8 years Stress Scenarios: Together with the set of modelling assumptions above, Moody's conducted an additional sensitivity analysis, which was an important component in determining the definitive rating assigned to the rated notes. This sensitivity analysis includes increased default probability relative to the base case. Below is a summary of the impact of an increase in default probability (expressed in terms of WARF level) on each of the rated notes (shown in terms of the number of notch difference versus the current model output, whereby a negative difference corresponds to higher expected losses), holding all other factors equal. Percentage Change in WARF: WARF + 15% (to 3203 from 2785) Ratings Impact in Rating Notches: Class A-1A Senior Secured Floating Rate Notes: -1 Class A-1B Senior Secured Fixed Rate Notes: -1 Class A-2A Senior Secured Floating Rate Notes: -2 Class A-2B Senior Secured Fixed Rate Notes: -2 Class B Senior Secured Deferrable Floating Rate Notes: -2 Class C Senior Secured Deferrable Floating Rate Notes: -1 Class D Senior Secured Deferrable Floating Rate Notes: -1 Class E Senior Secured Deferrable Floating Rate Notes: -1 Percentage Change in WARF: WARF +30% (to 3621 from 2785) Class A-1A Senior Secured Floating Rate Notes: -1 Class A-1B Senior Secured Fixed Rate Notes: -1 Class A-2A Senior Secured Floating Rate Notes: -3 Class A-2B Senior Secured Fixed Rate Notes: -3 Class B Senior Secured Deferrable Floating Rate Notes: -4 Class C Senior Secured Deferrable Floating Rate Notes: -2 Class D Senior Secured Deferrable Floating Rate Notes: -2 Class E Senior Secured Deferrable Floating Rate Notes: -3 Methodology Underlying the Rating Action: The principal methodology used in this rating was "Moody's Global Approach to Rating Collateralized Loan Obligations" published in February 2014. Factors that would lead to an upgrade or downgrade of the rating: The rated notes' performance is subject to uncertainty. The notes' performance is sensitive to the performance of the underlying portfolio, which in turn depends on economic and credit conditions that may change. CELF's investment decisions and management of the transaction will also affect the notes' performance. CARLYLE GLOBAL 2015-2: Fitch Assigns 'B-sf' Rating to Cl. E Debt ---------------------------------------------------------------- Fitch Ratings has assigned Carlyle Global Market Strategies Euro CLO 2015-2 Limited's notes the following final ratings: EUR238.23 million Class A-1 A: 'AAAsf'; Outlook Stable EUR5.28 million Class A-1 B: 'AAAsf'; Outlook Stable EUR30.35 million Class A-2 A: 'AA+sf'; Outlook Stable EUR10.55 million Class A-2 B: 'AA+sf; Outlook Stable EUR25.8 million Class B: 'Asf'; Outlook Stable EUR24 million Class C: 'BBBsf'; Outlook Stable EUR24.9 million Class D: 'BBsf'; Outlook Stable EUR12.5 million Class E: 'B-sf'; Outlook Stable EUR42.7 million subordinated notes: not rated Carlyle Global Market Strategies Euro CLO 2015-2 Limited is an arbitrage cash flow collateralized loan obligation (CLO). Net proceeds from the notes issue are being used to purchase a EUR400m portfolio of mostly European leveraged loans and bonds. The portfolio is managed by CELF Advisors LLP. The reinvestment period is scheduled to end in 2019. KEY RATING DRIVERS 'B'/'B-' Portfolio Credit Quality Fitch places the average credit quality of obligors in the 'B'/'B-' range. The agency has public ratings or credit opinions on all of the obligors in the identified portfolio. The Fitch weighted average rating factor (WARF) of the identified portfolio is 33.1, below the covenanted maximum for assigning the final ratings of 34. High Recovery Expectations The portfolio will comprise a minimum 90% senior secured obligations. The weighted average recovery rate (WARR) of the identified portfolio is 72.1%, above the covenanted minimum for assigning final ratings of 66%. Diversified Asset Portfolio The transaction contains a covenant that limits the top 10 obligors in the portfolio to 20% of the portfolio balance. This ensures that the asset portfolio will not be exposed to excessive obligor concentration. Limited Interest Rate Risk Exposure Between 0% and 5% of the portfolio can be invested in fixed rate assets, while fixed rate liabilities account for 4.3% of the rated note balance. Therefore, the transaction is partially hedged against rising interest rates. TRANSACTION SUMMARY The transaction documents may be amended subject to rating agency confirmation or noteholder approval. Where rating agency confirmation relates to risk factors, Fitch will analyze the proposed change and may provide a rating action commentary if the change has a negative impact on the ratings. Such amendments may delay the repayment of the notes as long as Fitch's analysis confirms the expected repayment of principal at the legal final maturity. If in the agency's opinion the amendment is risk-neutral from a rating perspective Fitch may decline to comment. Noteholders should be aware that confirmation is considered to be given if Fitch declines to comment. RATING SENSITIVITIES A 25% increase in the obligor default probability would lead to a downgrade of up to three notches for the rated notes. A 25% reduction in expected recovery rates would lead to a downgrade of up to four notches for the rated notes. DUE DILIGENCE USAGE No third party due diligence was provided or reviewed in relation to this rating action. DATA ADEQUACY All the underlying assets have ratings or credit opinions from Fitch. Fitch has relied on the practices of the relevant Fitch groups to assess the asset portfolio information. Overall, Fitch's assessment of the asset pool information relied upon for the agency's rating analysis according to its applicable rating methodologies indicates that it is adequately reliable. =================== L U X E M B O U R G =================== LION/GEM LUXEMBOURG: S&P Puts 'B-' CCR on Watch Negative -------------------------------------------------------- Standard & Poor's Ratings Services placed its 'B-' corporate credit rating on Findus on CreditWatch with negative implications. At the same time, S&P placed its 'B-' issue ratings on Findus's senior secured notes and 'CCC' issue ratings on the subordinated PIK notes on CreditWatch negative. Nomad has entered into an option agreement with Findus under which Nomad is obliged, at the option of Findus, to acquire the group's continental European businesses in Sweden, Norway, Finland, Denmark, France, Spain, and Belgium for approximately GBP500 million. The purchase amount is planned to be split between GBP100 million of ordinary shares in Nomad's capital and a cash portion of GBP400 million. If the option is exercised, S&P understands that Findus will use the cash proceeds to repay the approximately GBP370 million senior secured notes. However, S&P understands that Findus is currently evaluating its options with respect to the refinance or transfer of the approximately GBP155 million subordinated PIK toggle notes, whose repayment will be triggered under the change-of-control clause. The deal is expected to close by the end of fourth-quarter 2015 or early first-quarter 2016 once regulatory approval is received. S&P understands that the remaining part of Findus, U.K.-based Young's Seafood Ltd. (about 45% of the group) will remain under the ownership of the seller. In S&P's opinion, sales and EBITDA of the currently existing Findus group will remain in line with S&P's base case. The CreditWatch negative status indicates that there is at least a one-in-two likelihood that S&P may lower the rating if Findus fails to successfully refinance its outstanding debt obligations or if S&P would not view the new capital structure as commensurate with the current rating. To resolve the CreditWatch, S&P will review the implications of the deal to Findus' financial risk profile, as well as any risks arising from its smaller scale and diversity, as soon as the sources of long- term financing are determined. ================= M A C E D O N I A ================= MACEDONIA: Fitch Affirms 'BB+' Long-Term Issuer Default Ratings --------------------------------------------------------------- Fitch Ratings has revised the Outlooks on Macedonia's Long-term foreign and local currency Issuer Default Ratings (IDR) to Negative from Stable and affirmed the IDRs at 'BB+'. The issue ratings on Macedonia's senior unsecured foreign and local currency bonds have also been affirmed at 'BB+'. The Country Ceiling has been affirmed at 'BBB-' and the Short-term foreign currency IDR at 'B'. KEY RATING DRIVERS The revision of Outlook to Negative reflects the following key rating drivers and their relative weights: High Risks to political stability have increased this year as Macedonia has been hit by two major political shocks, which could also have spill-over effects onto the economy. Revelations of and from an alleged illegal wiretap program triggered demonstrations and hardened political polarization in the country, which has seen the main opposition party boycott parliament since elections in April 2014; and in May a fire-fight in the town of Kumanovo between police and heavily armed ethnic Albanians left 18 dead. Although an agreement in July by the main political parties, brokered by European Commissioner Johannes Hahn, provides a road map for easing tensions, implementation risks are significant and events have revealed that governance is weaker than previously believed. Medium Public debt, which includes government guarantees, increased to 45.6% of GDP at end-2014, from 22.7% at end-2008, and Fitch forecasts it to reach around 50% by end-2017. Rising debt/GDP is the result of persistent slippage against fiscal targets. In July, parliament approved a supplementary budget, which increases expenditure by 0.9% of GDP, consistent with a budget deficit of 3.6%, compared with a target of 3.4% of GDP in the original 2015 budget. In 2014 the outturn for the consolidated general government deficit was 4.2% of GDP, well above the original budget target of 3.4%, following overshoots averaging 0.8% of GDP in 2012 and 2013. Government guarantees to state-owned companies, mainly for infrastructure investment, increased sharply to 7.7% of GDP at end-2014, from 3.2% at end-2010. A heavy pipeline of projects means this is likely to increase further to around 10% at end- 2015. This represents both a form of quasi-fiscal activity and pro-cyclical policy loosening, and a rising contingent liability for the government. Macedonia's 'BB+' IDRs also reflect the following key rating drivers: Macedonia has a track record of low inflation, which averaged 2.2% in the five-years to 2014, and low macroeconomic volatility, supported by a longstanding exchange rate peg to the euro. However, unemployment is high at 27%, albeit down from 37% in 2005. GDP per capita and levels of human development are above the 'BB' range median. The business climate is highly favorable -- the 30th best in the world according to the 2015 World Bank Ease of Doing Business survey. A high investment ratio of over 30% of GDP, supported by high public infrastructure investment and FDI-friendly free economic zones, augurs well for medium-term growth potential. Fitch forecasts GDP growth to ease somewhat from 3.8% in 2014 to 3.3% in 2015 and 2016, before strengthening to 3.7% in 2017. However, political uncertainty may delay some investment decisions. Greece is another downside risk, although its share of Macedonia's export markets shrank to 4.5% in 2014 from 13.4% in 2008. Recent growth performance and prospects compare favorably with regional peers. The Medium Term Fiscal Strategy 2015-17 envisages a narrowing in the budget deficit to 3.2% in 2016 and 2.9% in 2017, which would involve a reduction in government expenditure to 33.3% of GDP in 2017 from Fitch's estimate of 35.7% of GDP in 2015. The worse 2015 starting point, security situation, the electoral cycle and the recent record of missed targets pose downside risks. Fitch forecasts the budget deficit to narrow more slowly to 3.4% in 2016 and 3.1% in 2017. The government plans to introduce fiscal rules, which would limit the budget deficit to 3% of GDP (subject to over-ride in the event of a severe economic downturn or natural disaster) and public debt (including guarantees) to 60% of GDP from 2017. General government debt was 38% of GDP at end-2014, in line with the 'BB' range median. Interest costs are low at just 1% of GDP. However, some 78% of government debt is denominated in foreign currency, albeit over 70% of which is in euros. Net external debt was 17% of GDP at end-2014 and above the 'BB' range median of 7%. Fitch forecasts a current account deficit of 1.4% of GDP in 2015 as workers' remittances and a surplus on services broadly offset a large trade deficit. Most of the current account deficit is financed by equity FDI. The banking sector had a robust capital adequacy ratio of 16% at end-1Q15, and is profitable and highly liquid. Two Greek-owned subsidiaries account for 24% of the banking system by assets. However, the banks are well-capitalized and liquid and do not depend on their parents for financing or have any significant exposure to Greek assets. They suffered only minor temporary deposit withdrawals at the height of the recent Greek crisis, but a loss of public confidence in the event of a 'Grexit' represents a downside risk, albeit one that the central bank has the powers and capacity to address. RATING SENSITIVITIES Future developments that could individually or collectively result in a downgrade include: -- Heightened or prolonged political instability, for example if there is a failure to implement the agreement brokered by European Commissioner Johannes Hahn or a breakdown in ethnic relations; -- Fiscal slippage or the crystallization of contingent liabilities that jeopardize the stability of the public finances or currency peg; -- A widening of external imbalances that exerts pressure on foreign currency reserves and the currency peg. Future developments that could individually or collectively result in the Outlook being revised to Stable include: -- A marked easing in political tension and uncertainty, for example if there is an independent investigation into the wiretap allegations and holding of free and fair elections (scheduled for April 2016); -- Implementation of a credible medium-term fiscal consolidation program consistent with a stabilization of the public debt/GDP ratio. KEY ASSUMPTIONS Fitch assumes that Macedonia will continue to pursue monetary and fiscal policy measures consistent with its currency peg to the euro. Fitch assumes there is no near-term resolution of the "name issue" with Greece that could unlock the path towards NATO and EU accession. Fitch assumes that the EU economy, Macedonia's largest trade partner, will continue to recover gradually. ===================== N E T H E R L A N D S ===================== AI ALABAMA: S&P Assigns 'B' Corp. Credit Rating, Outlook Stable --------------------------------------------------------------- Standard & Poor's Ratings Services assigned its 'B' long-term corporate credit rating to AI Alabama Midco B.V. (AI Alabama), the top holding company of The Netherlands-based light-weight belting producer Ammeraal Beltech Holding B.V. (Ammeraal Beltech). The outlook is stable. At the same time, S&P assigned its 'B' issue rating and a '3' recovery rating to AI Alabama's EUR205 million first-lien term loan and EUR40 million revolving credit facility (RCF), borrowed by AI Alabama B.V. The recovery rating indicates S&P's expectations of meaningful recovery in the event of payment default, in the lower half of the 50%-70% range. S&P also assigned its 'CCC+' issue rating and a '6' recovery rating to AI Alabama B.V.'s EUR60 million second-lien term loan. The recovery rating on these facilities reflects S&P's expectations of negligible (0%-10%) recovery in a default scenario. These ratings are in line with the preliminary ratings S&P assigned on June 24, 2015. Through AI Alabama, funds advised by Advent International Corporation (Advent) issued EUR265 million of drawn debt to finance the acquisition of Ammeraal Beltech, a global manufacturer of light-weight belting products with revenues of about EUR325 million in 2014. S&P's 'B' rating on AI Alabama reflects S&P's view of the AI Alabama group's "highly leveraged" financial risk profile and "weak" business risk profile, as S&P's criteria define these terms. S&P's assessments reflect the group's new capital structure as a result of the leveraged buyout. The stable outlook is based on S&P's anticipation that AI Alabama will be able to achieve adjusted margins (EBITDA) of about 13.5% in 2015 and 14.0% in 2016, with minimal positive free cash flow generation. In S&P's view, rating-commensurate credit measures include FFO cash interest coverage above 2.0x. S&P could consider revising its financial policy assessment upward to "financial sponsor-5" ("FS-5") from "financial sponsor- 6" ("FS-6") only if S&P projects that AI Alabama's Standard & Poor's-adjusted debt to EBITDA will improve to less than 5x on a sustained basis. This could lead to a positive rating action. However, S&P thinks this is highly unlikely in the short term. Rating pressure could arise in the case of weaker-than-expected market conditions and a deterioration of AI Alabama's operating results, leading to liquidity shortfalls and covenant headroom of less than 15%. A downgrade could also result from the group's inability to maintain its FFO interest coverage ratio above 2x or if FOCF turned significantly negative. E-MAC DE 2005-I: Moody's Lowers Rating on Class C Notes to Caa3 --------------------------------------------------------------- Moody's Investors Service has upgraded the ratings of two notes, downgraded the rating of one note and affirmed the rating of one note in E-MAC DE 2005-I B.V. Moody's Investors Service has also upgraded two notes in PROVIDE GEMS 2002-1 PLC. RATINGS RATIONALE The upgrades reflect (1) deleveraging of the transactions and (2) update in the expected loss assumption for one transaction. The downgrades reflect reduced level of excess spread. The affirmation reflects sufficient credit enhancement. -- INCREASE IN AVALIABLE CREDIT ENHANCEMENT Upgraded notes benefit from substantial increase in available credit enhancement since closing. In E-MAC DE 2005-I B.V., Class A and Class B have current credit enhancement levels of 43.76% and 23.60% respectively, compared to 14.10% and 7.90% at deal inception. For Class C, however, the impact from reduced level of excess spread used in the analysis outweighs the deleveraging effect, resulting in the note's rating downgrade. In PROVIDE GEMS 2002-1 PLC, Class B and Class C have current credit enhancement levels of 76.22% and 28.55% respectively compared to 9.60% and 5.99% at deal inception respectively. -- APPLICATION OF MOODY'S STRUCTURED FINANCE RATING METHODOLOGIES Moody's updated several of its cross-sector methodologies to incorporate the CR Assessments in its analysis of structured finance transactions in March 2015. Moody's now matches banks' exposure in structured finance transactions to one of three reference points: the CR Assessment, bank deposit rating or senior unsecured rating. Moody's has used CR Assessments in its analysis to measure the risk of default for (1) operational risk exposures (specifically exposures to servicers); (2) exposures to swap counterparties; and (3) exposures to servicers in relation to commingling risk. The rating of Class A in E-MAC DE 2005-I B.V. is constraint by operational risk, which is partially mitigated by the presence of the back-up issuer administrator (Intertrust Administrative Services B.V. (NR)). The rating of Class B in PROVIDE GEMS 2002- 1 PLC is also constraint by operational risk. Moody's has used the bank deposit rating to measure the default risk for exposures associated with account banks. Additionally, for bank-related exposures (e.g., deposits held at a defaulting bank) Moody's has assumed a recovery rate of 45% in instances when the risk is measured or modeled. -- REVISION OF KEY COLLATERAL ASSUMPTIONS As part of the rating action, Moody's reviewed the key collateral assumptions of the securitized pools. Moody's has reassessed its lifetime loss expectation on PROVIDE GEMS 2002-1 PLC, taking into account the outstanding credit events, current amount of realized losses and completing a roll- rate and severity analysis of the portfolio. Moody's has reduced the portfolio expected loss assumption to 6% of the original pool balance, from the previous level of 7.5%. Milan CE remains unchanged at 50%. Expected Loss assumption remains unchanged for E-MAC DE 2005-I B.V. The performance of the underlying asset portfolios remain in line with Moody's assumptions. Principal methodology: The principal methodology used in these ratings was "Moody's Approach to Rating RMBS Using the MILAN Framework" published in January 2015. The analysis undertaken by Moody's at the initial assignment of ratings for RMBS securities may focus on aspects that become less relevant or typically remain unchanged during the surveillance stage. Factors that would lead to an upgrade or downgrade of the ratings: Factors or circumstances that could lead to an upgrade of the ratings include (1) better-than-expected performance of the underlying collateral; (2) deleveraging of the capital structure; and (3) improvements in the credit quality of the transaction counterparties (4) a decline in counterparty risk. Factors or circumstances that could lead to a downgrade of the ratings include (1) a worse than expected performance of the underlying collateral (2) deterioration in the notes' available credit enhancement (3) deterioration in the credit quality of the transaction counterparties (4) an increase in counterparty risk. LIST OF AFFECTED RATINGS Issuer: E-MAC DE 2005-I B.V. EUR259.2 million A Notes, Upgraded to A3 (sf); previously on Dec. 4, 2013 Affirmed Baa1 (sf) EUR18.6 million B Notes, Upgraded to Baa1 (sf); previously on Dec. 4, 2013, Downgraded to Baa3 (sf) EUR9.9 million C Notes, Downgraded to Caa3 (sf); previously on Dec. 4, 2013, Downgraded to Caa1 (sf) EUR9.3 million D Notes, Affirmed Caa3 (sf); previously on Dec. 4, 2013 Downgraded to Caa3 (sf) Issuer: PROVIDE GEMS 2002-1 PLC EUR46 million B Notes, Upgraded to Aa3 (sf); previously on Sept 9, 2011 Downgraded to Baa2 (sf) EUR38 million C Notes, Upgraded to B3 (sf); previously on Sept. 9, 2011 Downgraded to Ca (sf) MAXEDA DIY: S&P Assigns 'B' CCR & Rates Sr. Sec. Facilities 'B' --------------------------------------------------------------- Standard & Poor's Ratings Services assigned its 'B' long-term corporate credit rating to Netherlands-based do-it-yourself (DIY) retailer Maxeda DIY B.V. The outlook is negative. At the same time, S&P assigned its 'B' long-term issue rating and '4' recovery rating to Maxeda's senior secured term facilities, comprising a EUR20 million revolving credit facility (RCF) and EUR499 million of term loans. S&P's recovery expectations are in the higher half of the 30%-50% range. All of the above ratings are in line with the preliminary ratings that S&P assigned on May 29, 2015. The rating reflects S&P's view of Maxeda's "fair" business risk profile and "highly leveraged" financial risk profile. The assignment of the rating follows Maxeda restructuring and refinancing its capital structure by extending the maturity of about EUR466.7 million of its senior facilities, and EUR20 million of its RCF, to June 2019. S&P understands that management also intends to refinance the remainder of the facilities, about EUR14.9 million and EUR17.6 million, which mature in June 2016 and June 2017, respectively. The debt restructuring also included a covenant reset and extinguishment of the mezzanine debt using a combination of preference and equity shares. Maxeda's high Standard & Poor's-adjusted debt (after accounting for substantial operating lease commitments), negative free cash flows, and S&P's view of its financial-sponsor ownership are the key rating constraints. Although the proposed refinancing has extended the group's debt maturity profile and the group has adequate liquidity, S&P continues to assess its financial risk profile as "highly leveraged." S&P projects that Maxeda's adjusted debt-to-EBITDA ratio will be over 6x over the next 12-18 months, including S&P's treatment of the zero-coupon preference shares with no maturity date as debt- like, under S&P's criteria. Even without these debt-like instruments, Maxeda's core credit metrics would remain in line with a "highly leveraged" financial risk profile assessment, as S&P's criteria define the term, with debt-to-EBITDA of more than 5.5x at financial year-end Jan. 31, 2016. S&P recognizes that some of Maxeda's Standard & Poor's-adjusted credit ratios are better than its unadjusted ratios. In particular, S&P's lease adjustments tend to lower the adjusted leverage, given Maxeda's operating lease structure. S&P therefore complements its analysis with other ratios, such as EBITDAR coverage, which measures an issuer's cash-interest and lease-related obligations (defined as reported EBITDA including rent costs coverage of cash interest plus rent). Maxeda's unadjusted EBITDAR coverage, which is around 1.2x-1.3x, also indicates a highly leveraged financial risk profile. Maxeda's financial risk profile is also burdened by negative free operating cash flow (FOCF) stemming from the substantial decline in profitability Maxeda has seen from top-line and market pressures, persistent restructuring costs, and elevated capital expenditures (capex). Maxeda is the leading DIY retailer in Belgium, and second in The Netherlands. S&P's business risk profile assessment incorporates its view of the retail industry's "intermediate" risk and the "low" country risk in Belgium and The Netherlands, where Maxeda generates most of its revenues and profits. The strengths of Maxeda's business are partially offset by its susceptibility to weak economic conditions and housing markets, as well as intense market and price competition from a wide range of competitors. In S&P's view, these factors will continue to put pressure on the group's top line and profitability. Accordingly, S&P assess the company's business risk profile at the lower end of the "fair" category. S&P's base case assumes: -- Gradual improvement in the housing market in The Netherlands and consumption prospects, offset, however, by the somewhat weak Belgium housing market. For 2015 and 2016 S&P forecasts nominal house prices in The Netherlands to grow by 3.0% and 3.5%, while in Belgium S&P forecasts prices to decline by 2.0% and 0.5%. -- An overall improving economic environment in The Netherlands (real GDP to rise by 2% in 2015 and 2.1% in 2016) and Belgium (real GDP to rise by 1.2% in 2015 and 1.7% in 2016). -- Low-single-digit top-line growth in financial years 2016 and 2017, primarily on back of new management initiatives and some growth in space and refurbishments. After a decline in 2016, relatively stable to moderately improving margins from 2017 due to management's turnaround and cost- reduction initiatives and benefits of the extensive restructuring. -- Operating lease commitments, which represent S&P's largest adjustment to reported debt, continuing to increase in line with revenue growth. -- Negative free cash flow generation for the next financial year, due to elevated capex of about EUR40 million-EUR50 million. Based on these assumptions, S&P arrives at these credit measures at the end of the next two financial years ending Jan. 31, 2016 and 2017: -- Adjusted debt to EBITDA of 6.7x and 6.2x. -- Adjusted FFO to debt of 7.8% and 10%. -- EBITDAR coverage ratio (which we use as the key supplementary ratio) of 1.2x and 1.3x. The negative outlook reflects S&P's view that declining profitability and challenging market conditions could cause Maxeda's competitiveness to deteriorate, and consequently weaken the company's credit metrics beyond the levels S&P considers consistent with the current rating. S&P could lower the rating if management is not able to successfully implement its turnaround plan or if the group does not maintain its profitability levels, as this could have an impact not only on its credit metrics, but also on the business risk profile. S&P could downgrade Maxeda if the group's business risk profile comes under strain due to sustained weak trading, accompanied by a significant drop in sales, margins, or market share. More specifically, S&P would also consider a downgrade if it do not see a path for Maxeda to achieve a neutral FOCF position over the next 12-18 months. If management is not able to reverse the negative FOCF trend, liquidity could become "less than adequate" or the EBITDAR coverage ratio could fall below 1x. S&P could also lower the rating if Maxeda adopts a more aggressive financial policy with respect to growth, investments, or shareholder returns, resulting in an increase in debt levels. A higher-than-anticipated decline in the Belgian housing market or a failure of the Dutch housing market to sustain positive momentum could weaken the group's operating performance and put further strain on credit metrics. S&P could revise the outlook to stable if Maxeda succeeds in reversing the currently negative operating trends and improves its competitive position and operating performance thanks to various management initiatives. The group could also benefit from a gradual improvement in the housing market and consumption prospects in The Netherlands, despite the weak Belgium housing market. An outlook revision to stable could also occur if--on the back of a sustained improvement in trading and margins--Maxeda begins to generate positive free cash flows on a consistent basis, and sustainably improves the headroom under its EBITDAR coverage ratio to above 1.5x. =============== P O R T U G A L =============== BANCO ESPIRITO: Aug. 31 Cut-Off for Anbang's Novo Banco Bid Talks ----------------------------------------------------------------- Peter Wise and Laura Noonan at The Financial Times report that a multi-billion-euro bid by Anbang Insurance for Portugal's Novo Banco that would lead to the first Chinese acquisition of a systemically important European bank could be derailed as the offer deadline approaches. The Bank of Portugal has set a cut-off date of Aug. 31 for exclusive talks on the deal with a single bidder, understood to be Anbang, the FT relates. According to the FT, of three shortlisted bidders for Novo Banco, the so-called good bank created out of the collapse of Banco Esp¡rito Santo, Anbang is understood to have made the highest offer, at about EUR3.5 billion, including a commitment to recapitalize Portugal's third-largest lender by assets. But several Lisbon and London-based bankers familiar with the transaction expressed scepticism over whether a deal with Anbang would be completed because of doubts over the financial conditions of sale and the implications of Chinese ownership, the FT relays. They said there were signs that European Central Bank officials had privately expressed reservations over a Chinese group acquiring a systemically important eurozone lender and that the Bank of Portugal was getting cold feet, the FT notes. Doubts over a deal with Anbang have grown following the Bank of Portugal's insistence that the binding offers of the two other contenders -- China's Fosun International and Apollo Global Management, a US private equity group -- remain "wholly valid", despite its exclusive talks with one bidder, the FT states. Anbang is believed to have set an undisclosed limit on injecting new capital into Novo Banco, the bankers, as cited by the FT, said, insisting that any additional amount determined by upcoming European stress tests would have to be met by Lisbon. The Chinese group is also understood to have required protection from legal and credit risks to Novo Banco, the FT discloses. Created a year ago from the healthy assets of BES, Novo Banco was revived with an injection of EUR4.9 billion in fresh capital from Portugal's bank resolution fund, of which EUR4.4 billion came from a state loan, the FT recounts. Any shortfall from the EUR4.9 billion in the amount paid for Novo Banco will have to be made up by Portugal's other banks, making the sale a sensitive political issue in the run-up to a general election in October, the FT says. About Banco Espirito Santo Banco Espirito Santo is a private Portuguese bank based in Lisbon, Portugal. It is 20% owned by Espirito Santo Financial Group. =========== R U S S I A =========== DALTA-BANK JSC: Under Provisional Administration, License Revoked ----------------------------------------------------------------- The Bank of Russia, by its Order No. OD-2233, dated August 21, 2015, revoked the banking license of Vladivostok-based credit institution JSC DALTA-BANK. The Bank of Russia took such an extreme measure -- revocation of the banking license -- because of the credit institution's repeated violations within a year of the requirements of Articles 6 and 7 (except for Clause 3 of Article 7) of the Federal Law "On Countering the Legalisation (Laundering) of Criminally Obtained Incomes and the Financing of Terrorism", and Bank of Russia regulations based on this Federal Law. JSC DALTA-BANK did not comply with the requirements of the legislation and Bank of Russia regulations on anti-money laundering and the financing of terrorism in terms of timely and detailed notification of the authorized body. Besides, the credit institution was involved in dubious operations in significant amounts. The Bank of Russia, by its Order No. OD-2234, dated August 21, 2015, has appointed a provisional administration to DALTA-BANK for the period until the appointment of a receiver pursuant to the Federal Law "On Insolvency (Bankruptcy)" or a liquidator under Article 23.1 of the Federal Law 'On Banks and Banking Activities'. In accordance with federal laws, the powers of the credit institution's executive bodies are suspended. According to the financial statements, as of August 1, 2015, JSC DALTA-BANK ranked 729th by assets in the Russian banking system. GAZPROMBANK: S&P Affirms 'BB+/B' Counterparty Credit Ratings ------------------------------------------------------------ Standard & Poor's Ratings Services affirmed its 'BB+/B' long- and short-term counterparty credit ratings on Russia-based Gazprombank. The outlook remains negative. S&P also affirmed the 'ruAA+' Russia national scale rating on the bank. The affirmation reflects S&P's opinion that Gazprombank's recent issuance of preference shares, although increasing its Tier 1 capital, doesn't change S&P's view on the bank's capital position. S&P regards the deeply subordinated noncumulative preference shares as having "high" equity content. S&P understands that the Russian regulator has classified the preference shares, issued in August 2015 for a total Russian ruble (RUB) 125.7 billion, as core Tier 1 capital. As a result, these shares increased Gazprombank's reported core Tier 1 ratio. The shares' issuance and S&P's classification of their equity content do not affect its ratings on Gazprombank. S&P understands that the preference shares are permanent, with no principal repayment date, and deeply subordinated without diluting the existing shareholder structure. They enjoy no preferential treatment with respect to dividends or liquidation value and contain a noncumulative dividend discretion mechanism that the bank can exercise. The documentation for the shares does not include a fixed dividend, and the size of the dividend payment, if any, is subject to a decision of Gazprombank's shareholders at an annual general meeting. Therefore, the shares' loss-absorption capacity is the same as for ordinary shares, which is critical under S&P's criteria for determining equity content. The Russian State Corporation Deposit Insurance Agency (DIA), acting as the government's agent, is the sole holder of the preference shares. As payment for the shares, the DIA has provided the bank with Russian government bonds maturing in 2025-2034. "In our view, the preference shares have the features of government-owned hybrid capital instruments according to our criteria. This means they qualify for unlimited inclusion in our calculation of Gazprombank's total adjusted capital, which amounted to RUB320 billion on Dec. 31, 2014. The shares were placed under the government's program to recapitalize the banking system, and we view them as part of a bank support package. We understand that the new shares have features similar to those of RUB40 billion in preference shares Gazprombank issued in December 2014 as part of the government's measures to support the banking system," S&P said. S&P's understanding of the permanent nature of the preference shares, their ownership by the government, and Gazprombank's specific and very important role for the Russian economy are crucial factors that allow us to treat these shares as having "high" equity content. If the shares' permanence were to change, for instance by law, and the shares then had repayment dates, this could affect S&P's view of their equity content. S&P considers that the shares could reduce risks to Gazprombank's stand-alone credit profile (SACP), since their issuance will likely boost the bank's total adjusted capital materially. However, S&P expects the bank's risk-adjusted capital ratio to remain below 5% by year-end 2016 compared with 3.9% as of Dec. 31, 2014. At that level, the ratio indicates capitalization that provides only a limited cushion, given foreseen higher credit costs and pressured earnings, which may not follow anticipated asset growth over the next 12-18 months Therefore in the longer term, S&P thinks the shares will result in only moderate benefits to its view of Gazprombank's capital ratios, as calculated using S&P's methodology. Despite recent improvements, S&P believes that Gazprombank's capitalization still allows only limited maneuverability in the event of financial distress. At the same time, S&P recognizes the Russian government's strong demonstration of support toward the bank, and S&P expects the government to directly or indirectly support capital building at Gazprombank to ensure that it is on an adequate competitive footing in the market. S&P considers Gazprombank to be a government-related entity (GRE) with a "high" likelihood of timely and sufficient extraordinary government support. S&P bases this view on its criteria for GREs and on S&P's assessment of Gazprombank's: -- "Very important" role for the Russian government. It is a bank of high systemic importance, playing a significant role in the government's support initiatives for the domestic banking sector and economy, in addition to its ongoing role in servicing Gazprom's operations; and -- "Strong" link with Russia through ownership by the Gazprom group and other related entities, as demonstrated by a consistent track record of government support. According to S&P's criteria, the ratings on Gazprombank are based on S&P's opinion of the bank's status as a GRE. S&P therefore incorporate two notches of uplift into its long-term rating on Gazprombank to reflect the "high" likelihood of government support. The negative outlook on Gazprombank mirrors that on the sovereign, reflecting S&P's view that the government support available for the bank may have deteriorated, and that pressure on Gazprombank's risk position and capital due to asset quality deterioration will likely increase. S&P would consider lowering the ratings if it observed that the bank's portfolio quality had worsened more than S&P expects for the banking sector as a whole. S&P could also lower the ratings on Gazprombank if S&P lowered the sovereign credit ratings on Russia. S&P could revise the outlook to stable if it revises the outlook on Russia to stable and S&P sees a significant strengthening of the bank's capital and lower losses than expected. INVESTMENT TRADE: Moody's Lowers Long-Term Deposit Rating to Caa3 ----------------------------------------------------------------- Moody's Interfax Rating Agency (MIRA) has downgraded to Caa3.ru from Baa2.ru the national scale long-term deposit rating (NSR) of Investment Trade Bank (Russia), the rating has been placed on review for further downgrade. RATINGS RATIONALE Moody's decision to downgrade the bank's NSR and place it on review for further downgrade follows the sharp deterioration in the bank's liquidity profile and its weakening capital buffer which has been eroded by substantial losses in the first half of 2015. Investment Trade Bank's liquidity buffer declined sharply to 7% of total assets as of August 1, 2015 from 12% as of July 1, 2015, as reported under local GAAP. Furthermore, as cited by media sources, the bank has stated publically that in August 2015 it has experienced an outflow of deposits in the Ivanovo region, which exceeded RUB2 billion. Moody's considers the bank's current liquidity cushion may be insufficient to withstand a further material liquidity stress, given the volatility of its deposit funding. The rating agency also notes that Investment Trade Bank's solvency metrics point to increasing vulnerability. Moody's considers that Investment Trade Bank's capital adequacy has weakened due to the negative trends in asset quality and heightened credit costs, and these factors will continue to erode the bank's capital buffer further. As of Aug. 1, 2015, Investment Trade Bank's regulatory total capital adequacy (N1.0) ratio stood at 10.44%, just marginally above the statutory minimum requirement of 10.0%, and the regulatory Common Equity Tier 1 (N1.1) ratio was 6.94% as of the same reporting date (compared to the statutory minimum requirement of 5%). These ratios reveal the bank's high reliance on Tier 2 capital components. Based on the latest available public information, Investment Trade Bank's shareholders intend to provide a RUB1.85 billion subordinated loan (Tier 2) to the bank, although this plan does not have a specific publicly available completion date. More importantly, there continues to be a significant degree of uncertainty regarding potential Tier 1 capital injection plans. In addition, Investment Trade Bank's asset quality is weak, especially in corporate segment. According to 2014 audited IFRS, the proportion of corporate loans overdue by more than 90 days accounted for 9.9% of the bank's total corporate loan portfolio as of year-end 2014. At the same reporting date, the proportion of impaired corporate loans that are not overdue or those overdue less than 90 days was also material, at 4.9% of the total corporate loan book. Investment Trade Bank accumulated loan loss reserves at 7.5% of total gross corporate loans as at year-end 2014 under IFRS, which was insufficient, in Moody's view. This low provisioning policy applied in the past has resulted in heightened provisioning charges in 2015, whereby Investment Trade Bank's cost of risk (defined as loan loss provisions as a percentage of average gross loans) surged to 6.1% (annualized) in the first half of 2015 compared to 0.7% in 2014, as reported under local GAAP. This resulted in a RUB2.3 billion net loss posted by the bank for the first half of 2015 under local GAAP, which is equivalent to 18% of the bank's equity as of year-end 2014. FOCUS OF THE REVIEW In the process of Moody's review of Investment Trade Bank's NSR, the rating agency will monitor the bank's liquidity profile, stability of its deposit base and relevant remedial actions, as well as the extent to which the bank can rapidly replensih its capital buffer. WHAT COULD MOVE THE RATINGS DOWN/UP Moody's might downgrade Investment Trade Bank's NSR if the bank's liquidity profile and liquidity cushion continue to weaken. Further delays relating to capital injections to the bank may also contribute to a downgrade of the bank's ratings. The NSR is currently on review for downgrade, therefore an upgrade is unlikely at this time. PRINCIPAL METHODOLOGY The principal methodology used in this rating was Banks published in March 2015. Headquartered in Moscow, Russia, Investment Trade Bank's reported total assets of RUB134.1 billion, total equity of RUB10.9 billion and net profit of RUB642 million under audited IFRS as at 1 January 2015. INVESTMENT TRADE: Moody's Lowers Currency Deposit Ratings to Caa3 ----------------------------------------------------------------- Moody's Investors Service has downgraded Investment Trade Bank's long-term global local and foreign currency deposit ratings to Caa3 from B3 and placed them on review for further downgrade. Also the rating agency affirmed the bank's Not Prime short-term local and foreign currency deposit ratings. Concurrently, Moody's downgraded the bank's Baseline Credit Assessment (BCA) /Adjusted BCA to caa3 from b3 and placed them on review for downgrade. Moody's downgraded the bank's long-term Counterparty Risk Assessment (CR Assessment) to Caa2(cr) from B2(cr) and placed it on review for downgrade. The rating agency affirmed the bank's short-term CR Assessment of Not Prime(cr). RATINGS RATIONALE Moody's decision to downgrade the bank's ratings and place them on review for further downgrade follows the sharp deterioration in the bank's liquidity profile and its weakening capital buffer which has been eroded by substantial losses in the first half of 2015. Investment Trade Bank's liquidity buffer declined sharply to 7% of total assets as of Aug. 1, 2015, from 12% as of July 1, 2015, as reported under local GAAP. Furthermore, as cited by media sources, the bank has stated publicly that in August 2015 it has experienced an outflow of deposits in the Ivanovo region, which exceeded RUB2 billion. Moody's considers the bank's current liquidity cushion may be insufficient to withstand a further material liquidity stress, given the volatility of its deposit funding. The rating agency also notes that Investment Trade Bank's solvency metrics point to increasing vulnerability. Moody's considers that Investment Trade Bank's capital adequacy has weakened due to the negative trends in asset quality and heightened credit costs, and these factors will continue to erode the bank's capital buffer further. As of Aug. 1, 2015, Investment Trade Bank's regulatory total capital adequacy (N1.0) ratio stood at 10.44%, just marginally above the statutory minimum requirement of 10.0%, and the regulatory Common Equity Tier 1 (N1.1) ratio was 6.94% as of the same reporting date (compared to the statutory minimum requirement of 5%). These ratios reveal the bank's high reliance on Tier 2 capital components. Based on the latest available public information, Investment Trade Bank's shareholders intend to provide a RUB1.85 billion subordinated loan (Tier 2) to the bank, although this plan does not have a specific publicly available completion date. More importantly, there continues to be a significant degree of uncertainty regarding potential Tier 1 capital injection plans. In addition, Investment Trade Bank's asset quality is weak, especially in corporate segment. According to 2014 audited IFRS, the proportion of corporate loans overdue by more than 90 days accounted for 9.9% of the bank's total corporate loan portfolio as of year-end 2014. At the same reporting date, the proportion of impaired corporate loans that are not overdue or those overdue less than 90 days was also material, at 4.9% of the total corporate loan book. Investment Trade Bank accumulated loan loss reserves at 7.5% of total gross corporate loans as at year-end 2014 under IFRS, which is weak in Moody's view. This low provisioning policy applied in the past has resulted in heightened provisioning charges in 2015, whereby Investment Trade Bank's cost of risk (defined as loan loss provisions as a percentage of average gross loans) surged to 6.1% (annualized) in the first half of 2015 compared to 0.7% in 2014, as reported under local GAAP. This resulted in a RUB2.3 billion net loss posted by the bank for the first half of 2015 under local GAAP, which is equivalent to 18% of the bank's equity as of year-end 2014. FOCUS OF THE REVIEW In the process of Moody's review of Investment Trade Bank's ratings, the rating agency will monitor the bank's liquidity profile, stability of its deposit base and relevant remedial actions, as well as the extent to which the bank can rapidly replenish its capital buffer. WHAT COULD MOVE THE RATINGS DOWN/UP Moody's might downgrade Investment Trade Bank's ratings if the bank's liquidity profile and liquidity cushion continue to weaken. Further delays relating to capital injections to the bank may also contribute to a downgrade of the bank's ratings. The ratings are currently on review for downgrade, therefore an upgrade is unlikely at this time. PRINCIPAL METHODOLOGY The principal methodology used in these ratings was Banks published in March 2015. Headquartered in Moscow, Russia, Investment Trade Bank's reported total assets of RUB134.1 billion, total equity of RUB10.9 billion and net profit of RUB642 million under audited IFRS as at January 1, 2015. SNCI MGB: Put Under Provisional Administration, License Revoked --------------------------------------------------------------- The Bank of Russia, by its Order No. OD-2235, dated August 21, 2015, revoked the banking license of Makhachkala-based credit institution Settlement Non-bank Credit Institution MGB, limited liability company, or SNCI MGB LLC. The Bank of Russia took such an extreme measure -- revocation of the banking license -- because of the credit institution's failure to comply with federal banking laws and Bank of Russia regulations, repeated violations within a year of the requirements of Article 7 (except for Clause 3 of Article 7) of the Federal Law "On Countering the Legalisation (Laundering) of Criminally Obtained Incomes and the Financing of Terrorism" and Bank or Russia regulations based on this Federal Law, and application of supervisory measures envisaged by the Federal Law "On the Central Bank of the Russian Federation (Bank of Russia)". The credit institution did not comply with the requirements of the legislation on anti-money laundering and the financing of terrorism in terms of customer identification. Besides, the rules of internal controls of the credit institution aimed at countering money laundering and the financing of terrorism did not comply with the requirements of Bank of Russia regulations. The management and owners of SNCI MGB LLC did not take measures to normalize its activities. The Bank of Russia, by its Order No. OD-2236, dated August 21, 2015, has appointed a provisional administration to SNCI MGB for the period until the appointment of a receiver pursuant to the Federal Law "On Insolvency (Bankruptcy)" or a liquidator under Article 23.1 of the Federal Law "On Banks and Banking Activities". In accordance with federal laws, the powers of the credit institution's executive bodies are suspended. According to the financial statements, as of August 1, 2015, SNCI MGB LLC ranked 750th by assets in the Russian banking system. =========================== U N I T E D K I N G D O M =========================== BHS: Retail Acquisitions in Talks to Secure New Financing --------------------------------------------------------- Tara Cunningham at The Telegraph reports that the new owners of BHS are set to raise GBP70 million as they attempt to rescue the beleaguered department store chain just months after acquiring it. According to The Telegraph, Retail Acquisitions, which bought BHS in March from Sir Philip Green, are in talks with a number of lenders, including hedge funds, to secure new financing to implement future plans. The consortium of financiers, lawyers and accountants, under the name of Retail Acquisitions, bought BHS for a nominal GBP1, and its former owner, retail tycoon Sir Philip decided to write off the department store chain's debts as part of the deal, The Telegraph relates. In March, Keith Smith, chairman of Retail Acquisitions, said it would take "at least two years" to get BHS back into profit, citing its estimated pension deficit of more than GBP100 million as its biggest challenge, The Telegraph recounts. "Basically, we think it is a company that has significant potential. There are problems, which is why the deal looks the way it does. We think we have got enough working capital to keep it going and keep it going over with a profit," The Telegraph quotes Mr. Smith as saying. Last year, BHS posted a loss before tax of GBP85 million, while some of the company's largest suppliers had their credit insurance dramatically reduced or halted a month after it was taken over by Retail Acquisitions, The Telegraph recounts. BHS is a retail chain, which operates 171 stores in the UK. DECO 9: Moody's Lowers Rating on Class A2 Notes to 'Ba2' -------------------------------------------------------- Moody's Investors Service has downgraded the ratings of the A2 class of Notes issued by DECO 9 - PAN EUROPE 3 P.L.C. Moody's rating action: EUR312 million (current outstanding balance of EUR104.7 mil.) A2 Notes, Downgraded to Ba2 (sf); previously on Oct. 28, 2014, Downgraded to Baa3 (sf) Moody's does not rate the Class B, C, D, E, F, G, H, J and X Notes. RATINGS RATIONALE The downgrade action reflects the shortened time horizon available by which the bulk of assets securing the two remaining loans, Treveria 1 and PGREI, must be sold. Moody's ultimately believes there is sufficient collateral value remaining in both portfolios, yet with final legal maturity less than two years away in July 2017, and with 83 properties still outstanding the pace of sales has become the main credit risk. Moody's downgrade reflects a base expected loss in the range of 50%-60% of the current balance, compared with 40%-50% at the last review. Moody's derives this loss expectation from the analysis of the default probability of the securitized loans (which in this pool is 100% as both loans have defaulted) and its value assessment of the collateral. Methodology Underlying the Rating Action: The principal methodology used in this rating was Moody's Approach to Rating EMEA CMBS Transactions published in July 2015. Other factors used in this rating are described in European CMBS: 2014-16 Central Scenarios published in March 2014. Factors that would lead to an upgrade or downgrade of the rating: Main factors or circumstances that could lead to a downgrade of the rating are generally (i) a decline in the pace of sales stemming from Treveria 1 and PGREI or (ii) a significant fall in values from the underlying collateral. Main factors or circumstances that could lead to a upgrade of the rating are generally (i) an increase in the pace of sales stemming from both loans or (ii) higher than expected disposal prices achieved on the PGREI collateral. MOODY'S PORTFOLIO ANALYSIS As of the July IPD, the transaction balance has declined by 76.3% to EUR273.5 million from EUR1,154.1 million at closing in August 2006 due to the pay off of nine loans originally in the pool. The notes are currently secured by 83 first-ranking legal mortgages. The pool has an above average concentration in terms of geographic location (100% Germany, based on UW market value) and property type (82% retail). Moody's uses a variation of the Herfindahl Index, in which a higher number represents greater diversity, to measure the diversity of loan size. Large multi- borrower transactions typically have a Herf of less than 10 with an average of around 5. This pool has a Herf of 1.9, the same as at Moody's prior review. The WA MDY's LTV currently stands at 249.1% up from 187.4% at the last review. Both loans are in special servicing. SUMMARY OF MOODY'S LOAN ASSUMPTIONS Below are Moody's key assumptions for the two remaining loans. Treveria 1 (59.1%) LTV: 342.9% (A-Loan); Total Default probability N/A -- Defaulted; Expected Loss 70%-80%. The securitized loan balance of EUR163.2 million represents a 50% pari-passu interest in a EUR350.2 million senior loan, which also has a corresponding EUR26.3 mil. junior loan. It was transferred to special servicing in July 2010 due to the opening of insolvency proceedings against the borrower. Since closing, 33 of the original 61 assets have been sold. The remaining 28 assets are a mixture of department stores, shopping centers, food discounters and logistic assets, all located throughout Germany. Deteriorating performance metrics (reported vacancy increased from 29% to 37% as of April 2015 reporting) indicate that weaker quality assets remain that are likely more challenging to sell. Another indicator that the better quality assets are being sold first are that losses (as represented by discounts applied to allocated loan amount on assets sales) are growing on disposals over time. Moody's main concern lies with the pace of sales. There are currently four assets notarized and 19 assets are in various stages of due diligence, of which 8 are in the final tender process. PGREI (40.9%) - LTV: 122.7% (A-Loan); Total Default probability N/A -- Defaulted; Expected Loss 30%-40%. PGREI has a securitized loan balance of GBP112.8 mil. and is secured by a portfolio of 55 small retail assets let to German food retailers such as Netto (48.6%) and REWE (19.2%), on leases that have on average just over five years to run. The loan's strengths include a very low vacancy rate of 1.1% and its switch from paying a fixed rate of interest to floating. This has seen coverage reach 7.19x which can be used to either repay the loan or improve the re-letting prospects from capex spending or tenant incentives. Moody's believes the portfolio is significantly overvalued from its 2006 market value of EUR152.2 million. Given that much of the current value is significantly tied to the remaining lease term, we believe that the loan's recovery prospects will be enhanced through an early marketing process. EMERALD 2: S&P Affirms 'B' Corp. Credit Rating, Outlook Stable -------------------------------------------------------------- Standard & Poor's Ratings Services affirmed its 'B' long-term corporate credit rating on Emerald 2 Ltd. (Emerald 2), the parent of U.K.-based environmental consulting service provider ERM. The outlook is stable. At the same time, S&P affirmed its 'B' issue ratings on the US$550 million and EUR75.3 million senior secured (first-lien) loans due in 2021, the US$50 million revolving credit facility (RCF) due in 2020, and the US$70 million acquisition facility due in 2020, all issued by Emerald 3 Ltd. and its subsidiaries. The recovery rating on these facilities is '4', indicating S&P's expectation of average (30%-50%) recovery prospects in the event of a payment default. In addition, S&P affirmed its 'CCC+' issue rating on the US$175 million subordinated (second-lien) loans due in 2022, issued by Emerald 3 Ltd. The recovery rating on this loan is '6', indicating S&P's expectation of negligible (0%-10%) recovery prospects in the event of a payment default. The affirmation follows the buy-out completion of Emerald 2 by OPE and AIMCo from Charterhouse Capital Partners. Both OPE and AIMCo were included in a permitted investor white list, as specified under the existing facilities documentation. Therefore, the change in control did not trigger an acceleration of the loan repayment; the existing loans remain in place under the new ownership. S&P's assessment of Emerald 2's business risk profile as "fair" reflects ERM's operations in the niche, but fast-growing, environmental consultancy market; its exposure to the cyclical natural resources market (approximately 45% of ERM's net revenues are to clients in the oil & gas and mining segments); and lower margins compared to the wider professional service subsector that ERM operates in. Potential exposure to litigation and problems relating to requirements not being met pose risks to the company's reputation. However, these risks are partly offset by ERM's ability to retain clients by closely integrating with them, being diversified across end-markets and geographies, and positioning itself as a strong player within its niche addressable market. S&P continues to assess the group's financial risk profile as "highly leveraged". S&P's base case assumes: -- Flat to slightly negative organic decline in revenues. This reflects the impact of the broader weakness in the oil & gas segment and mining segments, and S&P's expectation of reduced capital expenditure (capex) from the leading industry players in those sectors. -- ERM's acquisitions of Natural Resource Group, LLC, Safety Design AS, ReachCentrum SPRL and Re-Plan Inc. will offset the impact of weak organic growth. -- Strengthening U.S. dollar will result in revenue decline of about 2%-3%. Adjusted EBITDA margins of about 15%-16%, including operating lease adjustments to EBITDA. -- Capex of approximately 1.3% of sales (about $12 million - US$14 million per year). -- US$50 million acquisition spend per year. Based on these assumptions, S&P arrives at these credit measures for the financial year ending March 31, 2016: -- Standard & Poor's-adjusted debt to EBITDA of about 6.5x (compared to its previous expectation of 8.3x-8.5x). -- FFO to debt of about 7%. Improvements to S&P's credit metric expectations for financial 2016 are largely derived from the repayment of Charterhouse loan notes, included in the calculation of adjusted debt. Meanwhile, the cash contribution brought in by the new equity investors is largely in the form of a shareholder loan, which S&P assess as non-common equity in line with S&P's criteria. The stable outlook on Emerald 2 reflects S&P's view that the company will continue to generate steady revenue growth and cash flow, despite pressure from declines in investment in the oil & gas sector and the mining industry. These declines were partially offset by ERM's recent acquisitions, which will contribute to revenue growth. S&P also believes that ERM's adjusted FFO interest coverage will remain more than 2x over the next 12 months, which S&P considers to be commensurate with the 'B' rating. S&P sees limited potential for a positive rating action at this stage, as it forecasts that ERM's credit metrics will remain in the "highly leveraged" financial risk category. However, if S&P sees sustained deleveraging and improving credit metrics, it could consider raising the rating. S&P could consider lowering the rating if ERM adopts a more aggressive financial policy -- in terms of shareholder returns and acquisitions -- than S&P currently envisage. A decline in margins or sustained sharp correction in its core segments, resulting in lower cash conversion, including FFO interest coverage of less than 2x, could trigger a downgrade. LUDGATE FUNDING 2006: Fitch Affirms 'CCCsf' Rating on Cl. E Debt ---------------------------------------------------------------- Fitch Ratings has affirmed Ludgate Funding PLC Series 2006 FF1 (LG 2006), Ludgate Funding PLC Series 2007 FF1 (LG 2007) and Ludgate Funding PLC Series 2008 W1 (LG 2008). The Ludgate series are securitizations of near prime and non- conforming residential mortgages originated by Freedom Funding Ltd (LG 2006 and 2007) and Wave Lending Limited (LG 2008). KEY RATING DRIVERS Sufficient Credit Enhancement (CE) The CE available to the notes in the series is sufficient to withstand current rating stresses, as reflected in the affirmations. The credit protection is provided by the securitized mortgage portfolios as well as fully funded and non- amortizing reserve funds of GBP1.1 million and GBP1.7 million in LG 2006 and 2007, respectively, and by a non-amortizing reserve of GBP7.6m (95% of its target level) in LG 2008. Stable Asset Performance Late stage arrears (loans with more than three monthly payments overdue) range from 2.9% of the outstanding portfolio balance (LG 2007) to 4.9% (LG 2008), well below Fitch's UK Non-Conforming RMBS Index, currently at 9.8%. The cumulative balance of mortgage loans where the collateral has been repossessed is reported at between 3.7% of the original portfolio balance (LG 2006) and 10.1% (LG 2008), below the sector average of 10.5%. During the past 12 months, realized cumulative losses have been stable in LG 2006 and LG 2007, accounting for 1% and 2% of the original pool balance, respectively. Fitch notes that realized losses in LG 2008 remain above the sector average (2.9%) and have increased to 3.7% (0.15pp year-on-year). However, lower period losses, compared with the immediate post-crisis period, have allowed the reserve fund to replenish from GBP2.9m (36.4% of the target) reached in January 2012 to the current amount. In Fitch's view, the reason for LG 2008's worse performance is the lower credit quality collateral. The weighted average sustainable loan-to-value (106.8%) ratio is higher than in the other two transactions of the series (87.6% and 100.2% for LG 2006 and LG 2007 respectively) and the weighted average seasoning of the portfolio at closing (eight months) suggests that most of the portfolio was originated at the peak of the housing market. Unhedged Basis Risk The mismatch between the Bank of England Base Rate (BBR) received on the mortgage portfolio and the three-month Libor paid on the notes is not hedged in LG 2006. Nevertheless, the additional stresses applied by the agency to account for this risk are offset by the sufficient CE available to the rated tranches. RATING SENSITIVITIES With 100% borrowers on BBR-linked mortgages in all three transactions, an increase in BBR could lead to performance deterioration of the underlying assets given the weaker profile of non-conforming borrowers in these pools. Should defaults and subsequent losses increase beyond Fitch's standard assumptions, this could lead to downgrades. There is no basis rate swap in Ludgate 2006. If the BBR-LIBOR spread differential increases beyond Fitch's assumptions, there could be a reduction in cash flows, which could contribute to reserve fund draws and reduce CE, leaving the structure exposed to potential downgrades. 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 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. Fitch did not undertake a review of the information provided about the underlying asset pools ahead of the transactions' 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. SOURCES OF INFORMATION The information below was used in the analysis. -- Loan-by-loan data provided by HML as at January 2015 (LG 2008), March 2015 (LG 2007) and June 2015 (LG 2006) -- Transaction reporting provided by US Bank as at June 2015 (LG 2006) and July 2015 (LG 2007 and LG 2008) MODELS The model below was used in the analysis is the EMEA RMBS Surveillance Model. The rating actions are as follows: Ludgate Funding Plc Series 2006 FF1 (LG 2006): Class A2a (ISIN XS0274267862): affirmed at 'AAAsf'; Outlook Stable Class A2b (ISIN XS0274271203): affirmed at 'AAAsf'; Outlook Stable Class Ba (ISIN XS0274268241): affirmed at 'Asf'; Outlook Stable Class Bb (ISIN XS0274271898): affirmed at 'Asf'; Outlook Stable Class C (ISIN XS0274272359): affirmed at 'BBsf'; Outlook Stable Class D (ISIN XS0274272862): affirmed at 'CCCsf'; Recovery Estimate (RE) 100% Class E (ISIN XS0274269645): affirmed at 'CCCsf'; RE 95% Ludgate Funding Plc Series 2007 FF1 (LG 2007): Class A2a (ISIN XS0304503534): affirmed at 'AAAsf'; Outlook Stable Class A2b (ISIN XS0304504003): affirmed at 'AAAsf'; Outlook Stable Class Ma (ISIN XS0304504698): affirmed at 'Asf'; Outlook Stable Class Mb (ISIN XS0304505232): affirmed at 'Asf'; Outlook Stable Class Bb (ISIN XS0304508681): affirmed at 'BBBsf'; Outlook Stable Class Cb (ISIN XS0304509739): affirmed at 'BBsf'; Outlook Stable Class Da (ISIN XS0304510158): affirmed at 'CCCsf'; RE 100% Class Db (ISIN XS0304512105): affirmed at 'CCCsf'; RE 100% Class E (ISIN XS0304515546): affirmed at 'CCsf'; RE 20% Ludgate Funding Plc Series 2008-W1 (LG 2008) Class A1 (ISIN XS0353588386): affirmed at 'AAAsf'; Outlook Stable Class A2b (ISIN XS0353589608): affirmed at 'Asf'; Outlook Stable Class Bb (ISIN XS0353591505): affirmed at 'BBBsf'; Outlook Stable Class Cb (ISIN XS0353594434): affirmed at 'BBsf'; Outlook Stable Class D (ISIN XS0353595597): affirmed at 'CCCsf'; RE 100% Class E (ISIN XS0353600348): affirmed at 'CCsf'; RE 80% NEW CORNWALL: Concerns Raised Over Finances Following CVA --------------------------------------------------------- West Briton reports that concerns have been raised about the finances of New Cornwall Developments after it emerged that it has entered special arrangements with creditors. However, Terry Barnes, the director of the company, which owns Discovery Quay, where it has applied to build a block of 99 flats, said there was nothing to be concerned about, West Briton relates. According to West Briton, concerns were raised with the West Briton about the financial viability of the business after it filed for a Company Voluntary Arrangement earlier this year. Records kept by Companies House show that it signed a CVA in late March 2015, West Briton notes. "The CVA is signed and agreed," West Briton quotes Mr. Barnes as saying. "No concerns whatsoever. All the finances are in place. We wouldn't have moved forward without the finances being in place. "I have no worries at all." New Cornwall Developments is a developer aiming to build a large block of student flats in Falmouth. SHIELD HOLDCO: Moody's Withdraws B2 Corporate Family Rating ----------------------------------------------------------- Moody's Investors Service withdrawn Shield HoldCo Ltd's ("Sophos") corporate family rating (CFR) of B2 and probability of default rating (PDR) of B3-PD. RATINGS RATIONALE Moody's has withdrawn the rating for its own business reasons. THRONES 2015-1: Fitch Assigns 'BB-sf' Rating to Class E Debt ------------------------------------------------------------ Fitch Ratings has assigned Thrones 2015-1 plc final ratings, as follows: GBP144,550,000 Class A: 'AAAsf', Outlook Stable GBP30,970,000 Class B: 'AAsf', Outlook Stable GBP22,120,000 Class C: 'Asf', Outlook Stable GBP22,120,000 Class D: 'BBBsf', Outlook Stable GBP13,270,000 Class E: 'BB-sf', Outlook Stable The transaction is a GBP299 million securitization of non- performing and re-performing UK mortgage loans originated by multiple non-conforming UK lenders (13 in total). The major proportions were originated by Future Mortgages (49.0%), Victoria Mortgages (14.5%) and Heritable (14.0%), and subsequently purchased by Mars Capital. KEY RATING DRIVERS Non-performing and Re-performing Loans The majority of loans in the portfolio (72.1%) have been three- months plus (3m+) in arrears at some point during the past five years; 51.5% have been 3m+ during the past two years and 25.5% of loans in the pool are currently in arrears by more than three months. Given the relatively recent instances of high arrears in the pool, the agency has based its foreclosure frequency assumptions on the worst arrears suffered by each loan in the preceding two-year period. Detailed Pool Review Fitch performed an extended review of the mortgage portfolio on account of the high-level of expected losses and the unrated nature of the representations and warranties provider. The review included an extended file review of over 50 loans. In addition, a 100% audit was conducted by a third party on key loan attributes such as legal title, loan balances and valuations. The review showed that in general, the key information was present and no material errors were identified. Analysis of Claw-back Risk The pool consists of loans originated from a total of 13 different non-conforming originators, many of which are now insolvent or liquidated. Fitch has reviewed the portfolio acquisition history and relationships between the buying and selling parties. The agency believes the potential risk of assets being clawed-back into the respective insolvency estates is remote. Updated Valuations Mars provided updated drive-by valuations for the majority (85%) of loans in the portfolio. Historic repossession data showed the updated valuations to be more accurate than indexed original valuations. Fitch views the use of the updated valuations as core to its analysis, especially given that the agency expects very high levels of defaults to occur. Fitch used the updated valuations as the basis for deriving its foreclosure frequency and recovery rate assumptions. RATING SENSITIVITIES Material increases in the frequency of defaults and loss severity on defaulted receivables could produce loss levels greater than Fitch's base case expectations, which in turn may result in negative rating actions on the notes. Fitch's analysis revealed that a 30% increase in the weighted average (WA) foreclosure frequency, along with a 30% decrease in the WA recovery rate, would imply a downgrade of the class A notes to 'BBBsf' from 'AAAsf' DUE DILIGENCE USAGE No third party due diligence was provided or reviewed in relation to this rating action. DATA ADEQUACY Mars has provided most of the key fields required for the loan- level analysis. However, it was unable to provide CCJ data for 453 cases and could not provide prior arrears data for a further 464 cases. Where the data was not provided, the agency has assumed that the loans were all set to the highest class of CCJs/prior arrears. This increased the default probabilities for any loans where the data was missing. The agency typically calculates the sustainable loan-to-value (sLTV) using the balance at the time of the most recent advance and the valuation corresponding to that date. For every loan it has purchased, Mars also conducts a drive-by 'audit' valuation. Given that the portfolio comprises loans from multiple originators and due to the loans being very seasoned, Fitch chose to use the drive-by valuations as the basis for determining the sLTV and the current LTVs in its analysis. The agency has deemed this approach specifically relevant to the Thrones loan pool, on account of the very high foreclosure frequencies and the consequent reliance on recovering proceeds from sold possessions. Fitch reviewed the results of a third party assessment conducted on the asset portfolio information, which indicated no adverse findings material to the rating analysis. The collateral review of the mortgage portfolio also involves reviewing loan-by-loan loss severity information on the originator's sold properties that were taken into possession, during which, the agency determines the originator's experienced loss severity rate and quick sale adjustment (QSA). Fitch received a limited sample of loan-by-loan data on 49 buy-to-let and 47 owner-occupied properties in possession. The calculated QSA was 6.2%, which is far lower than Fitch's criteria assumptions, but this figure is based upon '90-day' drive-by valuations, which are intended to represent value of a property to be sold within 90 days after the date of possession. Given the fairly limited size of the sample provided, the agency assumed a QSA of 10%, which included a cushion. Overall and together with the assumptions referred to above, Fitch's assessment of the asset pool information relied upon for the agency's rating analysis according to its applicable rating methodologies indicates that it is adequately reliable. THRONES 2015-1: S&P Assigns BB Rating to Class E-Dfrd Notes ----------------------------------------------------------- Standard & Poor's Ratings Services assigned its credit ratings to Thrones 2015-1 PLC's class A notes and to the interest-deferrable class B-Dfrd to E-Dfrd notes. At closing, Thrones 2015-1 also issued unrated subordinated notes. S&P's rating on the class A notes addresses the timely payment of interest and the ultimate repayment of principal on, or before, the legal final maturity date of the notes. S&P's ratings on the class B-Dfrd, C-Dfrd, D-Dfrd, and E-Dfrd notes address the ultimate repayment of interest and principal on, or before, legal final maturity. Under the transaction documents, the issuer can defer interest payments on the class B-Dfrd to E-Dfrd notes. Consequently, any deferral of interest on the class B-Dfrd to E-Dfrd notes would not constitute an event of default. At closing, the issuer purchased the beneficial interest in a portfolio of U.K. residential mortgage loans from the beneficial title seller (Dominions Mortgages Ltd.), using the proceeds from the issuance of the rated notes and the unrated subordinated notes. At closing, the issuer used the proceeds from a reserve subordinated loan to fund a general reserve fund and liquidity reserve fund at 2% and 4%, respectively, of the initial portfolio balance. As the beneficial title seller is a special-purpose entity, it has limited resources to meet its financial obligations. In S&P's view, this limits the value of the seller's representations and warranties to the issuer. S&P considers the package of representations and warranties to be nonstandard. S&P has therefore increased its weighted-average foreclosure frequency estimates to address this risk. A pool of reperforming nonconforming loans secured by first- ranking mortgages over properties in England, Wales, Scotland, and Northern Ireland backs the notes. The GBP295 million pool (principal balance as of Aug. 6, 2015) comprises mostly loans made to nonconforming borrowers, who have self-certified their income or are otherwise considered by banks and building societies to be non-prime borrowers, or who are applying the mortgage loan to purchase buy-to-let properties. The pool also includes loans made to borrowers who may have previously been subject to a county court judgment (CCJ), or the Scottish equivalent, an individual voluntary arrangement, or bankruptcy order. Within the pool, approximately 42% of the loans are delinquent for more than one month. In particular, according to the loans status assigned by the servicer, 1% are already in a repossession or eviction phase, 12% have already received a possession order, 1% of the loans are in Law of Property Act (LPA) receivership, and 12% have a suspended possession order in place with certain court-directed payment requirements. The mortgage loans are owned by Dominions Mortgages (as beneficial title holder) and Mars Capital Finance Ltd. (as legal title holder). Mars Capital Finance is also the transaction's servicer. The originators of the securitized portfolio are either in liquidation, administration, or dissolved (Heritable Bank PLC, Edeus Mortgage Creators Ltd., Victoria Mortgage Funding Ltd., and Citibank Trust Ltd.) or have ceased to lend (Mortgages PLC, Mortgages 1 Ltd., Wave Lending Ltd., Amber Homeloans Ltd., Associates Capital Corporation PLC (now CitiFinancial Europe PLC), Future Mortgages Ltd., Rooftop Mortgages Ltd., and Southern Pacific Mortgage Ltd.). Mars Capital Finance, through its own platform (Magellan), is the only active lender in the pool. S&P's ratings reflect its assessment of the transaction's payment structure, cash flow mechanics, and the results of its cash flow analysis to assess whether the notes would be repaid under stress test scenarios. Subordination, the general reserve fund, and at the end of the transaction's life, the amount of the liquidity reserve funded at closing, provide credit enhancement to the notes that are senior to the unrated subordinated notes. Taking these factors into account, S&P considers the available credit enhancement for the rated notes to be commensurate with the ratings that S&P has assigned. RATINGS LIST Thrones 2015-1 PLC GBP295.01 Million Mortgage-Backed Floating-Rate Notes And Unrated Subordinated Notes Class Rating Amount (mil. GBP) A AAA (sf) 114.55 B-Dfrd AA (sf) 30.97 C-Dfrd A (sf) 22.12 D-Dfrd BBB (sf) 22.12 E-Dfrd BB (sf) 13.27 Sub. Notes NR 61.99 Drfd--Interest deferrable. NR--Not rated. =================== U Z B E K I S T A N =================== HALK BANK: S&P Puts 'B+' Counterparty Rating on CreditWatch Neg. ---------------------------------------------------------------- Standard & Poor's Ratings Services placed its 'B+' long-term counterparty credit rating on Uzbekistan-based Halk Bank CreditWatch with negative implications. The 'B' short-term counterparty credit rating was affirmed. The CreditWatch placement reflects S&P's view that Halk Bank's creditworthiness is under increasing pressure because high loan growth has weakened its capitalization, leading to a breach of the minimum regulatory requirement. The bank's capital ratio stood at 8.8% as of July 1, 2015, versus the regulatory 10% minimum. S&P understands that the Central Bank of Uzbekistan is allowing the bank to continue operating without any restrictions. In S&P's view, this decision stems from two main factors: -- The government's expected capital injection into Halk Bank of Uzbek sum (UZS) 185 billion (approximately US$74 million), which was approved by a presidential decree signed on March 25, 2015. This amount will be provided over 2015-2017: UZS62 billion in 2015, UZS54 billion in 2016, and UZS69 billion in 2017; and -- Halk Bank's important role in accumulating and managing pension funds in Uzbekistan. S&P notes that all decisions necessary for the anticipated capital increase have been made and that a part of the first tranche has already been transferred to a special account at the bank. Under S&P's bank rating methodology, when a bank is in breach of the minimum capital requirement and the regulator allows its operations to continue, S&P does not usually assess the bank's stand-alone credit profile (SACP) higher than 'ccc+'. However, under S&P's criteria for assigning ratings in the 'CCC' and 'CC' categories, it believes that Halk Bank does not meet the conditions for an SACP assessment of 'ccc+'. In particular, S&P takes into account the bank's important role in pension funds accumulation and management, its good liquidity position, and the anticipated capital support from the government. S&P do not foresee a default scenario for Halk Bank during the next 12 months and believes that the bank will be able to meet its obligations. As a result, S&P has revised its assessment of the bank's SACP to 'b-' from 'b+'. "Our long-term rating on Halk Bank remains two notches higher than the SACP, however, because we incorporate short-term government support. This reflects our view of Halk Bank as having "high" systemic importance, due to its exclusive role as pension fund manager and its countrywide franchise, with a material share (25%) of retail deposits. We also think that Halk Bank's default would result in a social crisis and loss of confidence in the Uzbekistan banking system. Furthermore, we believe the government's recapitalization program should be able to bring the bank's regulatory capital ratio back into compliance and help prepare the bank for tightening regulation. We understand the minimum capital requirement is set to increase to 11.5% in 2016 and will be raised by 1% each year to reach 14.5% by 2019," S&P said. "After short-term government support, we expect the bank's capital and earnings to improve to "moderate," as defined in our criteria, from "very weak" currently. However, our forecast relies on the expected capital injections as well as on the bank's future growth plans. In our view, Halk Bank's modest profitability, on its own, is insufficient to support higher capital ratios," S&P added. "We also consider the bank's financial management to be aggressive, since the bank operates with very thin capital buffers, heightening the risk of breaching capital requirements, as is now the case. Despite the authorities' supportive stance and the likely capital increase, this type of capital management will continue to pose a risk to the bank," S&P added. S&P aims to resolve the CreditWatch within the next three months, by which time it expects to have more information on the bank's prospective capital position. In particular, S&P will monitor the size and timeliness of the expected capital increase and whether it will be sufficient to bring the bank's regulatory capital ratio well above the minimum requirement. S&P also intends to assess the bank's future capital plan and its tolerance for leverage. S&P could lower the long-term rating by one or several notches if the capital injection is significantly delayed or insufficient to improve Halk Bank's capital ratio well beyond the regulatory minimum of 10%. Moreover, if such a scenario were to materialize, S&P could reassess Halk Bank's systemic importance. S&P could affirm the long-term rating if it considers that the risk of further breaches of regulatory requirements has subsided, due to the government's remedial actions and the bank's financial management becoming more conservative. =============== 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 AA/EUR EU -3387310342 2941216446 AA PLC AAL PO -3387310342 2941216446 AA PLC AA/GBX EO -3387310342 2941216446 AA PLC 2XA GR -3387310342 2941216446 AA PLC AA/GBX EU -3387310342 2941216446 AA PLC AAAAL S1 -3387310342 2941216446 AA PLC AAL S2 -3387310342 2941216446 AA PLC AA/EUR EO -3387310342 2941216446 AA PLC AA/ IX -3387310342 2941216446 AA PLC AA/ LN -3387310342 2941216446 AA PLC AA/ TQ -3387310342 2941216446 AA PLC AA/ EB -3387310342 2941216446 AA PLC AAL BQ 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611138495.1 ********* 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 * * *