/raid1/www/Hosts/bankrupt/TCREUR_Public/150922.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, September 22, 2015, Vol. 16, No. 187
Headlines
A U S T R I A
KOMMUNALKREDIT AUSTRIA: Moody's Extends Review of Ba3 Ratings
F R A N C E
VEOLIA ENVIRONMENT: Fitch Affirms 'BB+' Reset Rate Notes
G R E E C E
GREECE: Tsipras' Party Wins Vote to Lead Bailout Implementation
HELLENIC TELECOMMUNICATIONS: S&P Raises CCR to B+, Outlook Stable
H U N G A R Y
HUNGARY: S&P Affirms 'BB+/B' Sovereign Ratings, Outlook Stable
I R E L A N D
IVORY CDO: Fitch Hikes Class A2 Debt Rating to 'B-sf'
P O R T U G A L
PORTUGAL: S&P Raises Sovereign Ratings to 'BB+', Outlook Stable
SAGRES STC NO.2: S&P Lowers Rating on Class C Notes to 'B-'
SAGRES STC NO.3: S&P Affirms B- Ratings on 2 Note Classes
R U S S I A
ORENBURG REGION: Fitch Affirms 'BB' Issuer Default Ratings
VOSTOCHNY EXPRESS: Moody's Cuts Nat'l Scale Rating to Ba3.ru
VOSTOCHNY EXPRESS: Moody's Lowers Deposit Ratings to Caa1
S L O V E N I A
T-2: Receivership Challenged at Top Court
U K R A I N E
CB PRIVATBANK: Fitch Cuts Long-Term Issuer Default Rating to 'RD'
KYIV CITY: Fitch Cuts Long-Term Issuer Default Rating to 'C'
U K R A I N E
STAROKYIVSKY BANK: Deposit Guarantee Fund Extends Liquidation
STOLYCHNY BANK: NBU Revokes Banking License, Starts Liquidation
U N I T E D K I N G D O M
AAAW LTD: Collapse to Cost Taxpayers GBP600,000
AVALON HOTEL: In Liquidation, Cuts 10 Jobs
DUKINFIELD PLC: S&P Assigns 'BB' Rating to Class E-Dfrd Notes
MGC HAYLES: Sold Out of Administration; 30 Jobs Saved
NEW HORIZON: Placed Into Provisional Liquidation
SSI UK: To Halt Operations at Redcar Plant, 2,000 Jobs at Risk
ULYSSES PLC: S&P Affirms 'D' Ratings on 3 Note Classes
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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A U S T R I A
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KOMMUNALKREDIT AUSTRIA: Moody's Extends Review of Ba3 Ratings
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Moody's Investors Service has said that it has extended its
review with direction uncertain of Kommunalkredit Austria AG's
(KA) Ba3 long-term debt and deposit ratings following the
extension of timelines in the partial sales process of KA as
published in KA's semi-annual financial statements. Accordingly,
the bank's de-merger into two separate entities, KA New and KA
Residual, and the subsequent merger of the latter with KA Finanz
AG (KF, unrated), is expected to close before year-end 2015. The
de-merger and merger have been approved by the competent bodies
of KA and KF; the closing of the transaction remains contingent
upon regulatory approvals.
KA's Caa1 subordinated debt ratings, its b3 baseline credit
assessment (BCA) and adjusted BCA and its Ba2(cr) long-term
counterparty risk assessment also remain under review with
direction uncertain.
As part of the review, Moody's continues (1) to analyze the
implications of the ongoing partial sale process of KA; and (2)
to re-assess the appropriateness of assuming one notch of
government support for KA's outstanding rated senior debt and
deposits.
Moody's changed the direction of KA's rating review to uncertain
from review for downgrade as part of the downgrade of the bank's
long-term debt and deposit ratings to Ba3 from Ba1 on July 1,
2015. In line with the expected timeline of the closure of the
de-merger process of KA, Moody's expects to conclude the review
before year-end 2015, provided sufficient public disclosures are
available at this stage.
RATINGS RATIONALE
Moody's extended review will focus on (1) the financial strength
of the future obligor(s) of KA's outstanding rated debt; (2) the
liability structure of the future obligor(s) as part of the
rating agency's Advanced Loss Given Failure (LGF) analysis; and
(3) Moody's expectations regarding the future availability of
government support for KA's outstanding senior unsecured debt and
deposits which currently benefit from one notch of government
support uplift.
During its extended review, Moody's expects to obtain more
clarity on the financial strength of the future obligor(s). In
its semi-annual report, KA provides some high level information
in relation to pro forma accounts of KA New and KA Residual. A
pro forma opening balance sheet for KA New as of Jan. 1, 2015,
assumes that following the execution of the demerger and sale of
KA New to a consortium of bidders led by private equity firm
Interritus Ltd. (unrated), KA New would hold ca. EUR4.5 billion
in total assets and liabilities based on local GAAP. Also, KA
New would benefit from a regulatory Common Equity Tier 1 (CET1)
ratio of 19.0%, assuming an absence of non-performing loans in
its portfolio, and the very limited presence of non-investment-
grade-rated exposures (2%). Following the targeted merger of KA
Residual with KF, the latter's pro-forma 1 January 2015 balance
sheet size would have been close to EUR14 billion and its CET1
ratio would have improved to 15.4% from 14.5% as of year-end
2014.
In addition to greater visibility of financial strength, Moody's
also expects to obtain more clarity on the future liability
structure of both entities upon the closure of the transaction.
WHAT COULD MOVE THE RATINGS UP/DOWN
The direction of KA's rated debt and deposit obligations is
primarily driven by the evolution of the contemplated partial
sale and split of the group into a new bank, KA New, and the
subsequent amalgamation of KA with state-owned KF. The limited
visibility and opaque risk profiles of the future obligor(s) of
KA's liabilities is indicated by the current uncertain review
direction.
Upgrade potential for KA's ratings could develop if (1) the
future obligor(s) display an overall stronger standalone credit
profile compared to KA's current BCA of b3, notably in the areas
of improved balance sheet leverage and sustainable profitability;
and (2) outstanding debt and deposits were to benefit from very
low or extremely low loss-given failure due to subordination.
KA's ratings currently benefit from very low loss-given failure
and two notches of rating uplift based on Moody's Advanced LGF
analysis.
Conversely, weaker credit profiles of the future obligor(s)
and/or higher loss-given failure assumptions could exert downward
rating pressures. In addition, Moody's may eliminate the
remaining notch of government support for rated liabilities,
which will be transferred to KA New under private sector
ownership.
Should the contemplated corporate reorganization of KA ultimately
not be approved by authorities, Moody's understands that the bank
will continue to wind itself down according to the compensation
plan for previous state aid as approved by the European
Commission (EC). Under such a scenario, Moody's will re-assess
associated risks for KA's creditors, thereby focusing on the
adequacy of the bank's capital and liquidity resources during a
prolonged wind-down period and the potential for remediation
actions by the bank's owner, the Austrian government, within the
scope of the EC's plan.
PRINCIPAL METHODOLOGY
The principal methodology used in these ratings was Banks
published in March 2015.
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F R A N C E
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VEOLIA ENVIRONMENT: Fitch Affirms 'BB+' Reset Rate Notes
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Fitch Ratings has affirmed Veolia Environment's Long-term Issuer
Default Rating (IDR) and senior unsecured rating at 'BBB'. The
rating of its undated deeply subordinated reset rate notes has
been affirmed at 'BB+'. The Outlook on the IDR is Stable.
The ratings reflect Veolia's cost-reduction program and prospect
of stronger water earnings from 2016. While Fitch expects the
company to announce fresh cost cutting as part of its strategic
update for 2016-18, visibility is currently limited. Veolia
continues to buy back bonds, improving fixed charge cover to an
expected average of 2.7x over the rating horizon.
These positives are offset by a potential increase in risk as the
business model moves away from both Europe and municipal
customers, with political and currency risk in emerging markets,
and continued delay in the sale of Transdev (TRG). Free cash flow
(FCF) pre-movements in working capital and disposals was negative
EUR114 million in 1H15 vs EUR121 million in 1H14 and the decision
to pay dividends in cash only means that Fitch expects Veolia to
remain slightly FCF negative. "We expect funds from operations
(FFO) adjusted net leverage to fall slightly to 4.9x by 2018 from
5.0x." in 2015.
KEY RATING DRIVERS
Cost Reduction Vital
Veolia must cut costs to remain competitive or risk losing
contracts or lower profitability at contract renewal or even lose
access to new contracts altogether. The company achieved gross
savings of EUR110 million in 1H15, almost entirely responsible
for EBITDA growth of EUR147 million. However, in a slow growth
macro environment, it seems unlikely that Veolia can retain the
full benefit of cost cutting. Cumulative cost savings since 2012
are currently EUR692 million, close to Veolia's original target
of EUR750 million. Therefore Fitch believes that Veolia is likely
to announce fresh cost cutting for 2016-18 at the investor day in
December 2015, but at present Fitch has limited visibility on the
process, which is reflected in the rating agency's projections.
If Veolia can achieve cuts of 1% opex a year, this would imply
annual cost savings of around EUR200 million or 8% of EBITDA.
Waste Volumes Recovering
Although there are signs of a recovery in waste volumes, this has
not been the case with pricing. Underlying revenues seem weaker
than last year and although Veolia no longer breaks out earnings
by division, its peers, including Suez, saw a fall in waste
EBITDA margins in 1H15. Fitch has lowered its waste EBITDA
projections for Veolia. The main areas of weakness appear to be
in Germany and pricing, both electricity and raw materials
prices, specifically scrap metal as evidence grows of a slowdown
in China, affecting sorting and recycling. Fitch believes a solid
performance in water partly offsets weakness in waste.
For Veolia, the process of contractual erosion is virtually
complete, implying some recovery in water next year. At the group
level, currency affects the 2015 financials, with a weak euro
adding EUR64 million to group EBITDA and EUR492 million to debt
in 1H15.
Transdev Disposal
Veolia is still looking to exit the transport business and could
ultimately recover around EUR825 million from TRG in equity and
shareholder loans. This would be the last of the asset sales and
with TRG's financial performance finally improving, it would be
material. However, the transfer of Societe Nationale Maritime
Corse Mediterranee (SNCM) to Transdev (TRG) was a precondition
for the sale of Veolia's 50% of Transdev to Caisse Des Depots et
Consignations (CDC). SNCM has gone into receivership, with a
likely long lead time before Veolia can renew negotiations with
shareholder CDC with a view to reducing its holding in TRG. SNCM
is also faced with substantial contingent liabilities, which may
further slow the process. In view of the uncertainty, Fitch
continues to deconsolidate TRG from projections and has made no
allowance for the sale.
Change in Dividend Policy
Veolia changed its dividend policy in 2014, ending the scrip
option and paying the entire dividend for 2014 in cash. It has
committed to maintaining the 2015 dividend payable in 2016. FCF
in 1H15 was negative EUR114 million pre-disposals and movements
in working capital. Although the latter should reverse by year
end, it is barely changed from the 1H14 figure of negative EUR121
million. This is despite cyclical recovery, cost cutting and some
help from currency. The company has said that deleveraging has
finished and that it intends to invest all FCF post dividends in
organic growth.
Shift in Business Model
Following last year's sale of Dalkia France and full
consolidation of Dalkia International, the business mix has
shifted away from Europe (57% of 1H15 revenues vs 78% 1H13) and
towards energy services (18% of 1H15 revenues vs 17% 1H13). A
lower margin and more capital intensive business, energy services
have arguably higher business risk compared with the highly cash
generative water, or waste business. At the same time, growth
from new contracts has shifted away from municipal business
towards industrial, which generally outsource financing with a
higher counterparty risk. The focus on high growth, less
developed markets may increase political and currency risk,
particularly in emerging markets. The shift in business model,
both by activity and by geographical market, if confirmed by the
upcoming strategy update, entails a shift in risk, suggesting
that there may be a case for tightening rating guidelines after
the strategic update.
KEY ASSUMPTIONS
Fitch's key assumptions within the rating case for Veolia
include:
-- Slightly more conservative than guidance of CAGR in revenues
of 3% and EBITDA of 5% through 2018. This reflects lower
price indexation in water contracts and soft pricing in
waste, notably in raw materials and scrap metal, as Chinese
GDP growth continues to slow. The 2014 figure is distorted by
currency (+4.2% in 1H15 revenues).
-- With limited visibility on cost cutting at this stage, our
EBITDA estimates are comparable with company guidance, but
well below equity consensus, especially in the latter years
of the rating horizon. Based on proforma 2014 EBITDA of
EUR2,308 million, Veolia is effectively guiding to 2018
EBITDA of EUR2,805 million against our forecast of around
EUR2,750 million.
-- No sale of TRG or repayment of the EUR405 million
intercompany loan and EUR418 million equity.
-- Dividends paid in cash, based on an estimated unchanged
EUR0.70 per share in 2015, followed by EUR0.80 per share in
2017 and EUR0.93 in 2018, in line with equity consensus. This
is a key difference versus the previous rating case, which
assumed 50% cash/ 50% scrip.
RATING SENSITIVITIES
Positive: Future developments that may, individually or
collectively, lead to positive rating action include:
-- Additional cost cutting, operational outperformance and sale
of TRG.
-- FFO net adjusted leverage falling below 4.7x, improvement in
FFO fixed charge cover ratio towards 3.0x and positive FCF,
on a sustained basis.
Negative: Future developments that may, individually or
collectively, lead to negative rating action include:
-- Operational underperformance and/ or a more aggressive debt
funded acquisition strategy.
-- FFO net adjusted leverage above 5.5x, a fall in FFO fixed
charge cover ratio towards 2.0x and negative FCF, on a
sustained basis.
LIQUIDITY
As at June 30, 2015, Veolia had group net liquidity of EUR2.6
billion. This includes cash and cash equivalents of EUR918
million at Veolia Environnement S.A. and EUR815 million at group
subsidiaries of which we view around EUR175 million as
restricted. The gross liquidity position of EUR5.8 million
includes undrawn committed bank facilities of EUR4.1 billion.
Fitch believes Veolia has adequate liquidity to meet debt
maturities and operating requirements until the end of 2017. FCF
at 1H15 was negative EUR114 million pre-disposals and movement in
working capital, with the latter expected to reverse by year end.
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G R E E C E
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GREECE: Tsipras' Party Wins Vote to Lead Bailout Implementation
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Renee Maltezou and Karolina Tagaris at Reuters report that
Greek leftist Alexis Tsipras stormed back into office with an
unexpectedly decisive election victory on Sept. 20, claiming a
clear mandate to steer Greece's battered economy to recovery.
The vote ensured Europe's most outspoken leftist leader would
remain Greece's dominant political figure, despite having been
abandoned by party radicals last month after he caved in to
demands for austerity to win a bailout from the euro zone,
Reuters notes.
In a victory speech to cheering crowds in a central Athens
square, he promised a new phase of stability in a country that
has held five general elections in six years, saying his mandate
would now see him through a full term, Reuters relates.
According to Reuters, he made no specific reference to the EUR85
billion bailout, but Syriza campaigned on a pledge to implement
it, while promising also to introduce measures to protect
vulnerable groups from some aspects of the deal.
Mr. Tsipras's first task after forming a government will be to
persuade European Union lenders that enough agreed steps have
been made to ensure the next payment, Reuters says. The bailout
program is due for a review next month, Reuters states.
Jeroen Dijsselbloem, the Dutch head of the Eurogroup of finance
ministers that use the single currency, as cited by Reuters, said
he looked forward to the swift formation of a new Greek
government with a mandate to implement the bailout.
With around 57% of votes counted, Syriza was on course to claim
35.5% of the vote, easily seeing off the main conservative
challengers New Democracy on 28.2%, Reuters discloses.
HELLENIC TELECOMMUNICATIONS: S&P Raises CCR to B+, Outlook Stable
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Standard & Poor's Ratings Services raised its long-term corporate
credit rating on Greek integrated telecommunications operator
Hellenic Telecommunications Organization S.A. (OTE) to 'B+' from
'B'. The outlook is stable. At the same time, S&P affirmed its
'B' short-term corporate credit rating on OTE.
In addition, S&P raised its issue ratings on the debt issued by
OTE's wholly owned financing vehicle, OTE PLC, to 'B+' from 'B'.
The upgrade primarily reflects S&P's view that the likelihood
that Greece would leave the eurozone has declined to less than
one-in-three within S&P's forecast horizon to 2018. S&P sees the
influence of elected officials on both ends of the political
spectrum who called for euro area withdrawal as diminished and
expect in S&P's base case that Greece's new government will
maintain a constructive relationship with its creditors.
Consequently, S&P's rating on OTE is no longer capped at 'B'.
However, S&P do caps the rating at 'B+' at this stage, mainly
because of the still "very high" country risk, the uncertainties
over cash collection in Greece, and the adverse economic
conditions in Greece with capital controls still in place.
S&P continued to assess OTE's business risk profile as
"vulnerable." This primarily incorporates S&P's view of a "very
high" country risk and currently weak economic conditions in
Greece, where OTE generates about 71% of its revenues and about
76% EBITDA. S&P currently expects a real GDP decline of about 3%
in 2015 and flat GDP growth in 2016.
OTE also faces adverse regulation, since the company is subject
to pricing restrictions imposed by Greek regulators and generates
moderate revenues from government entities. In addition, there
is a lack of clarity regarding Greek companies' future access to
capital markets and the risk that the company's credit metrics,
liquidity, and free cash flow generation could materially weaken
from currently strong levels if Greece were to leave the
eurozone. Furthermore, OTE faces constrained consumer,
government, and corporate spending, as well as fierce
competition.
These credit-negative factors are only partly offset by OTE's
leading market positions in mobile and fixed-line services in
Greece and solid market positions in Romania. As of June 30,
2015, the company commanded a 56.7% market share in fixed-line
telephony connections (down about 1.4 percentage points year on
year), a 44% market share in retail broadband customers (up about
0.7 percentage points year on year), and an estimated revenue-
based market share of more than 50% in mobile services in 2014.
In addition, the company's TV subscriber base is quickly growing.
S&P assesses OTE's financial risk profile as "intermediate."
This is primarily based on S&P's anticipation that OTE will
continue to reduce its leverage by using its free cash flow to
pay down debt and maintain a very solid balance sheet.
S&P continues to assess OTE's stand-alone credit profile at
'bb-', given S&P's assumption that Greece will remain in the
eurozone.
The stable outlook reflects the company's relatively solid
operating performance in the currently very adverse economic
environment, with very high country risks, capital controls, and
limited visibility on cash collection.
S&P could raise the rating by one notch if OTE's cash collection
has not been impaired by capital controls, leading to better free
cash flow generation than S&P currently expects, and if, at the
same time, the "very high" country risk in Greece moderates,
including lifting of capital controls and improving economic
prospects. A further strengthening of OTE's liquidity profile
could also support rating upside.
S&P could also raise its rating if it observed that 40% owner
Deutsche Telekom's commitment to OTE had strengthened. Stronger
support could take the form of a substantial increase in Deutsche
Telekom's stake in OTE or other explicit forms of financial
support.
S&P could lower the rating by one notch to 'B' if the likelihood
of a Grexit increased again to above one-in-three or if
materially weaker economic conditions in Greece had significantly
adverse implications for OTE's operating prospects or liquidity,
or if S&P believed that OTE's FOCF generation prospects had
weakened considerably.
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H U N G A R Y
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HUNGARY: S&P Affirms 'BB+/B' Sovereign Ratings, Outlook Stable
--------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB+/B' long- and
short-term foreign and local currency sovereign credit ratings on
Hungary. S&P also affirmed its 'BB+' long-term issuer credit
rating on the National Bank of Hungary (Magyar Nemzeti Bank;
MNB). The outlooks on Hungary and MNB are stable.
RATIONALE
The ratings on Hungary reflect S&P's assessment of its
comparatively advanced economy, skilled labor force, and
relatively well-diversified export structures. The ratings
remain constrained by what S&P considers to be a less predictable
policymaking environment and still-high general government
indebtedness.
S&P expects the Hungarian economy will grow 3% this year. The
effect on disposable incomes of lower oil and gas prices, rising
employment, a freeing up of households' precautionary savings as
a result of the conversion of foreign currency-denominated
mortgages into local currency, and lower debt servicing have all
helped to strengthen household consumption. At 6.8%, the
unemployment rate is the lowest it has been in a decade. EU fund
absorption, public works programs, and the central bank's
expansion of its balance sheet through its funding-for-growth
programs have also contributed to a robust cyclical recovery in
Hungary, as has strong export growth. Although the end of the EU
budget cycle is likely to lead to a deceleration in headline real
GDP growth in 2016, S&P anticipates that a continuation of fiscal
and monetary stimuli will support domestic demand. As a result,
S&P forecasts the Hungarian economy will grow by 2.4% on average
in real terms between 2015 and 2018.
Hungary's demographics remain weak, however, and net emigration,
including the emigration of highly skilled workers, has increased
materially compared with before the 2008-2009 global financial
crisis. Since 1992, the population has declined by 5%. Labor
participation, particularly among women, is among the lowest in
Europe. S&P thinks these factors contribute to what it considers
to be Hungary's weaker potential growth compared with peers such
as Poland and Turkey.
Since 2009, external deleveraging in the private sector has been
considerable.
Net external debt has halved since 2009, and the reduction in
households' foreign currency exposure has lowered Hungary's
vulnerability to future external shocks, such as potential
monetary tightening by the U.S. Federal Reserve. In S&P's view,
in light of its high external surpluses and low headline
inflation, Hungary's vulnerability to a potential rise in U.S.
interest rates is among the lowest in emerging markets.
S&P expects the current account surplus, which Hungary has now
operated for five consecutive years, will peak in 2016 at nearly
5% before narrowing after higher import demand from both
households and corporates following the sustained stimulus from
the balance sheets of the government and the central bank. S&P
considers Hungary's competitiveness metrics to be strong. As per
the methodology of the Bank for International Settlements, the
real effective exchange rate (as of end-July 2015) has
depreciated by 15% compared with the end-2007 level, and S&P sees
growing evidence that value added in Hungary's expanding export
sector has improved. Hungary's labor market is generally
flexible, and, at EUR7.30, hourly labor costs for the whole
economy, including non-wage costs such as employers'
contributions, remain at less than one-thirdof the EU-28 average,
and far below those for Central and Eastern European peers
Slovakia and the Czech Republic.
For 2015, S&P projects that the government will come close to
meeting its general government deficit target of 2.4% of GDP,
supported by strong revenue growth offsetting the risk of non-
realization of budgeted revenues, such as from the sale of land.
Gross central government borrowing has generally been
considerably higher than reported accounting-based deficit
figures, and much of the consolidation achieved since 2010 has
occurred on the back of onetime asset transfers, and a more
regressive tax system.
Over the past few years, the government has prioritized its
acquisition of utilities and banks over accelerating debt
reduction. This has left general government debt to GDP at 78%
of GDP as of end-2015 by S&P's estimate, versus 72% at end-2008.
S&P expects that the government will make gradual progress on
reducing still-high gross general government debt to GDP to 74%
of GDP by 2018. There are risks to this expectation, however,
including the government's track record of prioritizing state
asset purchases over debt reduction, as well as electoral
considerations.
S&P assumes that the rise in quasifiscal activity will be
gradually reversed. This includes, for instance, the recent
state purchases and financial support for domestic banks, state
acquisitions of controlling stakes in strategic companies, the
mobilization of the balance sheet and net income of the MNB, and
directed lending by the Hungarian Development Bank (Magyar
Fejelesztesi Bank). S&P foresees private commercial banks
restoring lending to the real estate sector, and the government
exiting its ownership of various commercial banks. S&P do not
expect the MNB's funding-for-growth programs to exceed 9% of GDP.
The MNB has set up an asset management company (commonly known as
a "bad bank"), MARK, which it will manage with the objective to
create a market for distressed commercial real estate assets.
These are currently the largest source of nonperforming loans
(NPLs) in the Hungarian financial sector because almost no
transactions in these assets have taken place since 2008. S&P
understands that the financing for MARK, initially EUR1 billion
(1% of GDP), will come from MNB's reserves and accounting
profits. Because MARK is financed via central bank reserves and
profits rather than debt issuance, S&P do not include the
financing as a general government liability. However, if one or
more asset management companies (either MARK or any possible
other such companies) issued debt themselves, backed by central
government guarantees, S&P would include these liabilities as
central government debt (as S&P do for all sovereigns).
Of general government debt, 34% is denominated in foreign
currencies. Any depreciation of the Hungarian forint (HUF) would
therefore increase the government's debt burden when measured as
a percentage of GDP. To reduce the proportion of foreign
currency-denominated debt, the MNB has announced the so-called
self-financing plan, constructed in a manner to motivate banks to
hold government bonds rather than central bank instruments to
meet liquidity requirements. At the same time, sovereign debt
issuance abroad is to be replaced by issuance in domestic
markets. Although S&P anticipates the foreign currency component
of Hungarian government debt will fall over time as a result of
the program, S&P notes that banks' loans to the government and
holdings of sovereign paper have increased to 18% of total
banking sector assets in July 2015 from 15% in January 2015 and
are likely to rise further. S&P views increased exposure of
domestic banks to sovereign debt as a vulnerability as it reduces
their ability to raise exposure to government debt during times
of stress. Furthermore, nonresidents hold about 30% of commercial
general government local currency debt. Although S&P views this
as positive because it diversifies the government's funding, the
2008-2009 global financial crisis illustrated the rapidity with
which nonresidents can sell local currency bonds if investor
confidence falters.
S&P currently classifies Hungary's banking sector in group '8'
under S&P's Banking Industry Country Risk Assessment (BICRA)
methodology ('1' is the lowest risk; '10' the highest). S&P's
BICRA assessment of Hungary reflects weak profitability in the
financial sector, high embedded credit risk in the economy, and a
lingering high reliance on external financing. S&P estimates
that gross NPLs stand at a still-substantial 14% of total loans
to the resident nonfinancial private sector. S&P views banks'
capital and liquidity levels as adequate and do not anticipate
the need for substantial state support.
OUTLOOK
The stable outlook balances S&P's assessment of Hungary's
stabilizing economy and relatively steady headline fiscal
performance against its still-high general government
indebtedness and generally less-predictable policymaking.
S&P could raise the ratings if the government pursued policies
that encourage investment and promote sustainable growth, such
that risks to its balance sheet and Hungary's monetary conditions
eased.
Conversely, S&P could lower the ratings if Hungary's public
finances weakened materially, most likely through an increase in
quasifiscal activity, or if external vulnerabilities once again
built up.
In accordance with S&P's relevant policies and procedures, the
Rating Committee was composed of analysts that are qualified to
vote in the committee, with sufficient experience to convey the
appropriate level of knowledge and understanding of the
methodology applicable. At the onset of the committee, the chair
confirmed that the information provided to the Rating Committee
by the primary analyst had been distributed in a timely manner
and was sufficient for Committee members to make an informed
decision. After the primary analyst gave opening remarks and
explained the recommendation, the Committee discussed key rating
factors and critical issues in accordance with the relevant
criteria. Qualitative and quantitative risk factors were
considered and discussed, looking at track-record and forecasts.
The committee agreed that the external flexibility had improved.
All other key rating factors were unchanged.
The chair ensured every voting member was given the opportunity
to articulate his/her opinion. The chair or designee reviewed
the draft report to ensure consistency with the Committee
decision. The views and the decision of the rating committee are
summarized in the above rationale and outlook. The weighting of
all rating factors is described in the methodology used in this
rating action.
RATINGS LIST
Ratings
To From
Hungary
Sovereign credit rating
Foreign and Local Currency BB+/Stable/B BB+/Stable/B
Transfer & Convertibility Assessment BBB BBB
Senior Unsecured
Foreign and Local Currency BB+ BB+
Short-Term Debt
Foreign and Local Currency B B
Hungary (National Bank of)
Sovereign credit rating
Foreign and Local Currency BB+/Stable/-- BB+/Stable/--
Senior Unsecured
Foreign Currency BB+ BB+
=============
I R E L A N D
=============
IVORY CDO: Fitch Hikes Class A2 Debt Rating to 'B-sf'
-----------------------------------------------------
Fitch Ratings has upgraded Ivory CDO Limited as follows:
EUR22.3 million Class A1 (ISIN XS0309311909): upgraded to
'B+sf' from 'Bsf'; Outlook Stable
EUR6 million Class A2 (ISIN XS0309350477): upgraded to 'B-sf'
from 'CCCsf'; Outlook Stable
EUR12 million Class B (ISIN XS0309352093): affirmed at 'CCsf'
EUR12.9 million Class C (ISIN XS0309353653): affirmed at 'CCsf'
EUR13.7 million Class D (ISIN XS0309357050): affirmed at 'Csf'
EUR3.2 million Class E (ISIN XS0309358298): affirmed at 'Csf'
Ivory CDO Limited is a managed cash arbitrage securitization of
mezzanine asset-backed securities, primarily RMBS, CMBS and CDOs.
KEY RATING DRIVERS
The upgrades reflect the improved credit enhancement (CE) and
stable asset performance over the last 12 months. The class A1
notes were redeemed by EUR13.1 million during this period,
resulting in CE increasing to 66% from 54.4%. The affirmation on
the subordinated tranches reflects the portfolio's poor quality
and increased portfolio concentration.
Within the portfolio of total 32 assets from 28 obligors, most
are in distress. Fitch estimates 54.6% of the portfolio are in
the 'CCCsf' category or below, up from 51.2% a year ago. There
are no additional defaults or assets being written down over the
past year, with total defaults remaining at EUR7 million.
The portfolio's exposure to the RMBS sector has increased to
39.2% from 31.4% as RMBS assets amortize more slowly than other
asset sectors. Four assets have been fully repaid over the past
12 months, increasing the portfolio's concentration risk.
Exposure to countries with a Country Ceiling below 'AAA' fell to
42.4% from 44%, which is primarily composed of Italy, Portugal
and Spain.
All overcollateralization tests were breached since 2009 and the
transaction has been capturing excess spread to repay the class
A1 notes. The class A1 notes have amortized by EUR870,000 using
excess spread since September 2014. The weighted average spread
has increased to 1.63% from 1.51% over the past 12 months. The
interest coverage tests are passing, albeit with increasing
volatility. The portfolio's reported weighted average life is 0.7
years, compared with Fitch's estimates of 10.5 years. This is
because Fitch assumed a weighted average maturity of 16 and 27
years from closing for amortizing and non-amortizing RMBS loans
respectively.
RATING SENSITIVITIES
A stress test extending the expected maturity date of the
portfolio assets to the assets' legal final maturity date has
indicated potential negative rating action on the most senior
notes.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation
to this rating action.
DATA ADEQUACY
Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pools and the transactions. There were no findings that were
material to this analysis.
Fitch did not undertake a review of the information provided
about the underlying asset pools ahead of the transaction's
initial closing. The subsequent performance of the transactions
over the years is consistent with the agency's expectations given
the operating environment and Fitch is therefore satisfied that
the asset pool information relied upon for its initial rating
analysis was adequately reliable.
Overall, Fitch's assessment of the information relied upon for
the agency's rating analysis according to its applicable rating
methodologies indicates that it is adequately reliable.
===============
P O R T U G A L
===============
PORTUGAL: S&P Raises Sovereign Ratings to 'BB+', Outlook Stable
---------------------------------------------------------------
Standard & Poor's Ratings Services raised its unsolicited foreign
and local currency long-term sovereign credit ratings on the
Republic of Portugal to 'BB+' from 'BB'. At the same time, S&P
affirmed its unsolicited 'B' short-term foreign and local
currency sovereign credit ratings on Portugal. The outlook is
stable.
RATIONALE
The upgrade reflects S&P's view of Portugal's steady economic
recovery, supported by gradually improving labor market
conditions. Budgetary consolidation has helped to curb the
upward trajectory in government debt, which still remains very
high, at about 124% of GDP in 2015 by our estimate. S&P expects
that following the upcoming parliamentary elections in October,
the new government will commit to policies that underpin economic
growth and further fiscal consolidation. S&P believes that
Portugal's macro-financial environment -- including the level of
interest rates, a depreciated exchange rate, and lower commodity
prices -- will continue to provide firm support to the country's
cyclical recovery. However, high private- and public-sector
indebtedness may impede a stronger economic performance than the
1.8% average GDP growth S&P currently anticipates in 2015-2017
because protracted domestic deleveraging will maintain the
recovery's dependency on external demand.
S&P's ratings on Portugal are also supported by what is, for the
'BB+' rating level, relatively high GDP per capita, and what S&P
views as cross-party commitment to ongoing budgetary
consolidation, alongside a significantly improved government debt
maturity profile. An accommodative monetary stance, including
the European Central Bank's (ECB's) purchases of Portuguese
government bonds, has contributed to keeping government borrowing
costs at sustainable levels. Nevertheless, in S&P's view, the
ECB's current monetary stance will not by itself restore
sustained economic and employment growth, unless it's accompanied
by national reforms to overcome obstacles to economic growth.
The ratings remain constrained by elevated public and private
sector indebtedness, high external debt, and a weak monetary
transmission mechanism, all of which hinder Portugal's economic
growth potential in the medium to long term. Although financial
conditions have improved, and some new lending is taking place,
aggregate credit growth continues to contract, with household and
corporate credit down 3.2% year-on-year and 3.9% year-on-year,
respectively, in July 2015, according to ECB data.
The economic recovery in Portugal, which began as export-led, has
broadened into the domestic economy. Although a firming of
consumption and investment activity has generated higher import
growth and net trade is subtracting from growth, the positive
impact of the eurozone economic recovery, coupled with the
pronounced decline in oil prices since second-half 2014 and the
depreciation of the euro, should enable modest current account
surpluses over our 2015-2018 forecast horizon. Lower interest
rates are also improving the Portuguese private sector's
competitiveness. Decreasing external financing needs through
declining external interest payments also inform S&P's view that
the current account will remain in modest surplus. Weakening
Portuguese exports to non-European trade partners such as Angola
and Brazil have been more than offset by increased demand from
Spain, the U.K., and U.S. -- with demand from the latter two up
especially on the back of marked euro depreciation. Overall,
Portuguese export performance has led to a substantial increase
in the exports-to-GDP ratio to more than 40% currently, from
about 31% in 2008. Additional contributors to this higher ratio
are consumption and investment that currently remain below 2008
levels, whereas in each of the past five years, exports had hit
new all-time highs in both real and nominal terms.
A mending labor market, alongside rising disposable income due to
declining oil prices, low inflation, and cuts in private and
corporate income taxes this year should also support domestic
demand. Unemployment fell to 11.9% in the second quarter of 2015
from the 17.5% peak in the first quarter of 2013. Although S&P
considers that improving employment data confirms the relative
effectiveness of job market reforms implemented by Prime Minister
Pedro Passos Coelho's government since 2012, S&P believes that
Portugal's job market remains more regulated than most of its
peers.
In S&P's opinion, were the current structural reforms in labor
and productivity not to continue, this could weigh negatively on
future investment activity in the Portuguese economy to the
detriment of growth. For example, despite increases in gross
investment, currently at about 15% of GDP, this ratio remains one
of the lowest among rated sovereigns and well below the pre-2008
level of 23%. S&P believes that recent increases in capacity
utilization in manufacturing and services (respectively at 78.2%
and 87.5% in third-quarter 2015) explain the steady rise in
investment spending.
High levels of externally financed private debt will, in S&P's
opinion, weigh on growth performance over the medium term.
Still, considerable deleveraging has taken place, particularly in
2014 and this year.
Data from the Portuguese central bank, Banco de Portugal
(Statistical Bulletin, August 2015, Section K.1.1), indicate that
resident private nonfinancial sector nonconsolidated gross debt
was still at a high 236% of GDP at the end of June 2015, down
from the 260% peak at the end of 2012, and slightly below the
2008 level. By S&P's estimate, Portugal continues to be
characterized by one of the highest narrow net external debt-to-
current account receipt ratios (S&P's preferred external leverage
measure) among the 130 sovereigns S&P rates, estimated at almost
300% in 2015. On the positive side, the deleveraging process is
now receiving a boost from the substantial reduction in borrowing
costs for the economy's private sector, and the recovery of real
and nominal GDP. According to ECB data, interest rates for new
loans to small and midsize enterprises in Portugal have declined
to below 3.7% in July 2015, narrowing by more than 200 basis
points since just one year ago.
S&P projects that Portugal's improved economic performance,
supported by the recovery in domestic demand and a gradual
reduction in unemployment benefits, will help to trim the deficit
in 2015. S&P thinks the government will post a deficit of about
3% of GDP this year. S&P expects Portugal's net general
government debt will be about 118% of GDP during 2015-2016,
before declining to about 114% of GDP in 2018, excluding the
guarantees related to the European Financial Stability Facility.
At the same time, average general government interest payments
will likely represent slightly more than 10% of general
government revenues during 2015-2018. S&P expects that
Portugal's currently sizable cash buffer (which S&P estimates at
7.1% of GDP at end-2014) will gradually decline over the coming
years.
In recent years, Portugal's public debt structure has
significantly improved, with the average maturity of the
Portuguese government's debt stock on June 30, 2015, at 8.8
years. The exact final maturity date of each European Financial
Stability Mechanism (EFSM) individual loan to Portugal will be
fixed when the original loans are rolled over, although the
Portuguese authorities do not expect that Portugal will have to
refinance any of its EFSM loans before 2026 (totaling EUR24.3
billion, or about 11% of S&P's estimate of general government
debt in 2015).
Although the upcoming elections may result in a more fragmented
political landscape, S&P continues to think that significant
policy deviations or reversals are unlikely, reflecting a
relatively strong policy consensus and, to date, the absence of
new populist parties that could threaten the traditionally pro-
European bias of Portugal's political parties. If they
materialize, however, policy slippages could jeopardize the
current medium-term fiscal and economic trajectory. S&P also
thinks that external financing conditions could deteriorate
significantly if the government's reform and adjustment agenda
stalls. S&P also assumes that the government will address any
Constitutional Court decision that would otherwise have an
adverse impact on budgetary consolidation.
OUTLOOK
The stable outlook balances S&P's projections of broad-based
economic recovery and gradual budgetary consolidation against the
risks of a weakening external growth environment and protracted
private-sector deleveraging.
S&P could raise the ratings on Portugal if it observes:
-- A significant and sustained improvement in the economic
growth outlook, for example through implementation of
further structural reforms;
-- Continued budgetary consolidation that pulls net government
debt down to below 100% of GDP; and
-- An acceleration in orderly private-sector deleveraging, so
as to markedly reduce household and corporate indebtedness,
coupled with a discernible decrease in external debt and
improvement in the effectiveness of the monetary
transmission mechanism.
S&P could consider a negative rating action on Portugal if:
-- The new government that is elected in October deviates
noticeably from economic policy, for instance by halting
further structural reforms or rolling out policies that
could impair Portugal's access to international financial
markets; or
-- The government's budgetary position digresses significantly
and negatively from S&P's current expectations or the
external adjustment stalls.
In accordance with S&P's relevant policies and procedures, the
Rating Committee was composed of analysts that are qualified to
vote in the committee, with sufficient experience to convey the
appropriate level of knowledge and understanding of the
methodology applicable. At the onset of the committee, the chair
confirmed that the information provided to the Rating Committee
by the primary analyst had been distributed in a timely manner
and was sufficient for Committee members to make an informed
decision.
After the primary analyst gave opening remarks and explained the
recommendation, the Committee discussed key rating factors and
critical issues in accordance with the relevant criteria.
Qualitative and quantitative risk factors were considered and
discussed, looking at track-record and forecasts.
The committee agreed that the economic and external risk
assessments had improved. All other key rating factors were
unchanged.
The chair ensured every voting member was given the opportunity
to articulate his/her opinion. The chair or designee reviewed
the draft report to ensure consistency with the Committee
decision. The views and the decision of the rating committee are
summarized in the above rationale and outlook. The weighting of
all rating factors is described in the methodology used in this
rating action.
RATINGS LIST
Ratings
To From
Portugal (Republic of)
Sovereign credit rating
Foreign and Local Currency|U~ BB+/Stable/B
BB/Positive/B
Transfer & Convertibility
Assessment|U~ AAA AAA
Senior Unsecured
Local Currency [#1] BB+ BB
Local Currency [#2] BB+ BB
|U~ Unsolicited ratings with no issuer participation and/or no
access to internal documents.
[#1] Issuer: Metropolitano de Lisboa E.P., Guarantor: Portugal
(Republic of)
[#2] Issuer: Comboios de Portugal E.P.E, Guarantor: Portugal
(Republic of)
This unsolicited rating(s) was initiated by Standard & Poor's.
It may be based solely on publicly available information and may
or may not involve the participation of the issuer. Standard &
Poor's has used information from sources believed to be reliable
based on standards established in our Credit Ratings Information
and Data Policy but does not guarantee the accuracy, adequacy, or
completeness of any information used.
SAGRES STC NO.2: S&P Lowers Rating on Class C Notes to 'B-'
-----------------------------------------------------------
Standard & Poor's Ratings Services affirmed its credit ratings on
SAGRES STC - Douro Mortgages No.2's class A1, A2, and D notes.
At the same time, S&P has lowered to 'B+ (sf)' from 'BB (sf)' and
to 'B- (sf)' from 'B (sf)' its ratings on the class B and C
notes, respectively.
Upon publishing S&P's updated criteria for Portuguese residential
mortgage-backed securities (RMBS criteria), it placed those
ratings that could potentially be affected "under criteria
observation".
Following S&P's review of this transaction, its ratings that
could potentially be affected by the criteria are no longer under
criteria observation.
The rating actions follow S&P's credit and cash flow analysis of
the most recent transaction information that it has received as
of June 2015. S&P's analysis reflects the application of its
RMBS criteria.
Credit enhancement, excluding loans in arrears for more than 12
months, has remained stable since S&P's previous review.
Class Available credit
enhancement (%)
A1 5.12
A2 5.12
B 2.78
C 1.26
D 1.20
This transaction features an amortizing reserve fund, which
currently represents 1.20% of the outstanding balance of the
notes and is at its target level.
Severe delinquencies of more than 90 days, at 0.30%, are on
average lower for this transaction than S&P's Portuguese RMBS
index. Total arrears peaked at 1.60% in June 2012. Since 2013,
arrears have decreased and have stabilized at about 1.00%.
Arrears remain below the Portuguese RMBS delinquency index.
Defaults are defined as mortgage loans in arrears for more than
360 days in this transaction. Cumulative defaults, at 1.10%, are
also lower than in other Portuguese RMBS transactions that S&P
rates. Prepayment levels remain low and the transaction is
unlikely to pay down significantly in the near term, in S&P's
opinion.
After applying S&P's RMBS criteria to this transaction, its
credit analysis results show an increase in the weighted-average
foreclosure frequency (WAFF) and an increase in the weighted-
average loss severity (WALS) for each rating level.
Rating level WAFF (%) WALS (%)
AAA 14.91 17.84
AA 11.01 14.66
A 8.97 9.34
BBB 6.53 6.96
BB 4.07 5.49
B 3.37 4.27
The increase in the WAFF is mainly due to the geographic
concentration and the use of the weighted-average original loan-
to-value (OLTV) ratio in the WAFF calculation. A penalty of
1.25x is applied on 57.54% of the pool as province concentration
in Cavado, Grande Lisboa, Pinhal Litoral, Setubal, Grande Porto,
and Alentejo Litoral exceeds the limit set by the RMBS criteria.
At the same time, seasoning partially offsets the negative effect
of geographic concentration and the weighted-average OLTV ratio.
This is because S&P's updated criteria give greater credit to
well-seasoned pools. Douro Mortgages No. 2 has a weighted-
average seasoning of 11.67 years, which means that most of the
loans will have a 0.5x adjustment.
The increase in the WALS is mainly due to the application of
S&P's revised market value decline assumptions and the indexing
of its valuations under S&P's RMBS criteria. The overall effect
is an increase in the required credit coverage for each rating
level.
Following the application of S&P's RMBS criteria and its current
counterparty criteria, and considering S&P's criteria for rating
single-jurisdiction securitizations above the sovereign foreign
currency rating (RAS criteria), S&P has determined that its
assigned rating on each class of notes in this transaction should
be the lower of (i) the rating as capped by S&P's RAS criteria,
(ii) the rating that the class of notes can attain under S&P's
RMBS criteria, and (iii) the rating as capped by S&P's current
counterparty criteria.
In this transaction, S&P's unsolicited long-term rating on the
Republic of Portugal (BB/Positive/B) constrains S&P's ratings on
the class A1 and A2 notes.
Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.
S&P's RAS criteria designate the country risk sensitivity for
RMBS as "moderate". Under S&P's RAS criteria, this transaction's
notes can therefore be rated four notches above the sovereign
rating, if they have sufficient credit enhancement to pass a
minimum of a "severe" stress. However, as not all of the
conditions in paragraph 44 of the RAS criteria are met, S&P
cannot assign any additional notches of uplift to the ratings in
this transaction.
The class A1 and A2 notes have sufficient available credit
enhancement to withstand the stresses that are commensurate with
a 'BBB+' rating level under S&P's RMBS criteria. These notes can
withstand the severe stress under S&P's RAS criteria, and are
consequently eligible for a four-notch rating uplift above the
sovereign. S&P has therefore affirmed its 'BBB+ (sf)' ratings on
the class A1 and A2 notes.
The available credit enhancement for the class B and C notes is
insufficient to withstand any additional stresses under S&P's RAS
criteria and it can therefore apply no uplift above the sovereign
rating. However, S&P believes that their available credit
enhancement is commensurate with 'B+ (sf)' and 'B- (sf)' ratings,
respectively, based on S&P's RMBS criteria. S&P has therefore
lowered to 'B+ (sf)' from 'BB (sf)' and to 'B- (sf)' from 'B
(sf)' its ratings on the class B and C notes, respectively.
The class D notes fail S&P's RAS stress, and are therefore
ineligible for a rating uplift above its rating on the sovereign.
They have sufficient available credit enhancement to withstand
the stresses that are commensurate with a 'B-' rating level under
S&P's RMBS criteria. S&P has therefore affirmed its 'B- (sf)'
rating on the class D notes.
The Royal Bank of Scotland PLC (RBS; BBB+/Stable/A-2) provides an
interest rate swap to the transaction. S&P do not consider the
replacement framework for the swap provider to be in line with
its current counterparty criteria. S&P's ratings on all classes
of notes in this transaction are therefore capped at its long-
term 'BBB+' issuer credit rating (ICR) on RBS.
S&P also considers credit stability in its analysis. To reflect
moderate stress conditions, S&P adjusted its WAFF assumptions by
assuming additional arrears of 8% for one- and three-year
horizons. This did not result in S&P's rating deteriorating
below the maximum projected deterioration that it would associate
with each relevant rating level, as outlined in S&P's credit
stability criteria.
In S&P's opinion, the outlook for the Portuguese residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 3.33% from 2.00%, when it applies its RMBS
criteria, to reflect this view. S&P bases these assumptions on
its expectation of modest economic growth, continuing high
unemployment, and sluggish house price appreciation for the
remainder of 2015 and 2016.
On the back of the weak macroeconomic conditions, S&P don't
expect the performance of the transactions in its Portuguese RMBS
index to significantly improve in 2015.
S&P expects severe arrears in the portfolio to remain at their
current levels, as there are a number of downside risks. These
include weak economic growth and high unemployment. On the
positive side, S&P expects interest rates to remain low.
SAGRES STC - Douro Mortgages No. 2 is a Portuguese RMBS
transaction, which closed in September 2006 and securitizes
first-ranking mortgage loans. Banco BPI S.A. originated the
pool, which comprises loans backed by properties in Portugal.
RATINGS LIST
SAGRES STC - Douro Mortgages No.2
EUR1.509 Billion Mortgage-Backed Floating-Rate Securitisation
Notes
Class Rating
To From
Ratings Affirmed
A1 BBB+ (sf)
A2 BBB+ (sf)
D B- (sf)
Ratings Lowered
B B+ (sf) BB (sf)
C B- (sf) B (sf)
SAGRES STC NO.3: S&P Affirms B- Ratings on 2 Note Classes
---------------------------------------------------------
Standard & Poor's Ratings Services affirmed its credit ratings on
SAGRES STC - Douro Mortgages No.3's class A to D notes.
Upon publishing S&P's updated criteria for Portuguese residential
mortgage-backed securities (RMBS criteria), it placed those
ratings that could potentially be affected "under criteria
observation".
Following S&P's review of this transaction, its ratings that
could potentially be affected by the criteria are no longer under
criteria observation.
The affirmations follow S&P's credit and cash flow analysis of
the most recent transaction information that it has received as
of July 2015. S&P's analysis reflects the application of its
RMBS criteria.
Credit enhancement, excluding loans in arrears for more than 12
months, has remained stable since S&P's previous review.
Class Available credit
enhancement (%)
A 5.44
B 2.98
C 1.52
D 0.26
This transaction features an amortizing reserve fund, which
currently represents 1.20% of the outstanding balance of the
notes and is at its target level.
Severe delinquencies of more than 90 days at 0.39% are on average
lower for this transaction than S&P's Portuguese RMBS index.
Total arrears peaked at 1.4% in November 2012. Since 2013,
arrears have decreased and have stabilized at about 1%. Arrears
remain below the Portuguese RMBS delinquency index. Defaults are
defined as mortgage loans in arrears for more than 360 days in
this transaction. Cumulative defaults, at 1.38%, are also lower
than in other Portuguese RMBS transactions that S&P rates.
Prepayment levels remain low and the transaction is unlikely to
pay down significantly in the near term, in S&P's opinion.
After applying S&P's RMBS criteria to this transaction, its
credit analysis results show an increase in the weighted-average
foreclosure frequency (WAFF) and an increase in the weighted-
average loss severity (WALS) for each rating level.
Rating level WAFF (%) WALS (%)
AAA 16.69 22.83
AA 12.33 19.19
A 10.02 12.76
BBB 7.31 9.70
BB 4.56 7.74
B 3.77 6.06
The increase in the WAFF is mainly due to the geographic
concentration and the use of the weighted-average original loan-
to-value (OLTV) ratio in the WAFF calculation. A penalty of
1.25x is applied on 56.8% of the pool as province concentration
in Cavado, Grande Lisboa, Setubal, Grande Porto, Pinhal Litoral,
and Alentejo Litoral exceeds the limit set by the RMBS criteria.
At the same time, seasoning partially offsets the negative effect
of geographic concentration and the weighted-average OLTV ratio.
This is because S&P's updated criteria give greater credit to
well-seasoned pools. Douro Mortgages No.3 has a weighted-average
seasoning of 10.6 years, which means that most of the loans will
have a 0.5x adjustment.
The increase in the WALS is mainly due to the application of
S&P's revised market value decline assumptions and the indexing
of its valuations under its RMBS criteria. The overall effect is
an increase in the required credit coverage for each rating
level.
Following the application of S&P's RMBS criteria, its current
counterparty criteria, and considering its criteria for rating
single-jurisdiction securitizations above the sovereign foreign
currency rating (RAS criteria), S&P has determined that its
assigned rating on each class of notes in this transaction should
be the lower of (i) the rating as capped by S&P's RAS criteria,
(ii) the rating that the class of notes can attain under S&P's
RMBS criteria, and (iii) the rating as capped by S&P's current
counterparty criteria.
In this transaction, S&P's unsolicited long-term sovereign credit
rating on Portugal (BB/Positive/B) constrains its ratings on the
class A notes.
Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.
S&P's RAS criteria designate the country risk sensitivity for
RMBS as "moderate". Under S&P's RAS criteria, this transaction's
notes can therefore be rated four notches above the sovereign
rating, if they have sufficient credit enhancement to pass a
minimum of a "severe" stress. However, as not all of the
conditions in paragraph 44 of the RAS criteria are met, S&P
cannot assign any additional notches of uplift to the ratings in
this transaction.
The class A notes have sufficient available credit enhancement to
withstand the stresses that are commensurate with a 'BB' rating
level under S&P's RMBS criteria. These notes can withstand the
severe stress under S&P's RAS criteria, and are consequently
eligible for a four-notch rating uplift above the sovereign. S&P
has therefore affirmed its 'BB (sf)' rating on the class A notes.
Banco BPI S.A. (BB-/Negative/B) provides an interest rate swap to
the transaction. Under S&P's current counterparty criteria, the
rating on any supported class of notes is capped at the long-term
issuer credit ratings (ICR) on the swap provider, unless the
notes can achieve a higher rating without giving credit to the
swap. In this transaction, S&P's current counterparty criteria
cap its ratings on the notes at 'BB-', the long-term ICR on Banco
BPI. Therefore, in S&P's analysis of the class A notes, it do not
give credit to this swap in order to delink the rating on the
class A notes from the swap.
The class B, C, and D notes fail S&P's RAS stress, and are
therefore ineligible for a rating uplift above S&P's rating on
the sovereign. They have sufficient available credit enhancement
to withstand the stresses that are commensurate with a 'B', 'B-',
and 'B-' rating level under S&P's RMBS criteria, respectively.
S&P has therefore affirmed its 'B (sf)' rating on the class B
notes, and its 'B- (sf)' ratings on the class C and D notes.
In S&P's analysis of the class B, C, and D notes, it gives credit
to the swap. Consequently, S&P's ratings on these classes of
notes are weak-linked to the ICR on the swap provider.
S&P also considers credit stability in its analysis. To reflect
moderate stress conditions, S&P adjusted its WAFF assumptions by
assuming additional arrears of 8% for one- and three-year
horizons. This did not result in S&P's rating deteriorating
below the maximum projected deterioration that it would associate
with each relevant rating level, as outlined in S&P's credit
stability criteria.
In S&P's opinion, the outlook for the Portuguese residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 3.33% from 2.00%, when S&P applies its RMBS
criteria, to reflect this view. S&P bases these assumptions on
its expectation of modest economic growth, continuing high
unemployment, and sluggish house price appreciation for the
remainder of 2015 and 2016.
On the back of the weak macroeconomic conditions, S&P don't
expect the performance of the transactions in its Portuguese RMBS
index to significantly improve in 2015.
S&P expects severe arrears in the portfolio to remain at their
current levels, as there are a number of downside risks. These
include weak economic growth and high unemployment. On the
positive side, S&P expects interest rates to remain low.
SAGRES STC - Douro Mortgages No.3 is a Portuguese RMBS
transaction, which closed in July 2007 and securitizes first-
ranking mortgage loans. Banco BPI originated the pool, which
comprises loans backed by properties in Portugal.
RATINGS LIST
SAGRES STC - Douro Mortgages No.3
EUR1.515 Billion Mortgage-Backed Floating-Rate Securitisation
Notes And Floating-Rate Securitisation Notes
Class Rating
Ratings Affirmed
A BB (sf)
B B (sf)
C B- (sf)
D B- (sf)
===========
R U S S I A
===========
ORENBURG REGION: Fitch Affirms 'BB' Issuer Default Ratings
----------------------------------------------------------
Fitch Ratings has affirmed the Russian Orenburg Region's Long-
term foreign and local currency Issuer Default Ratings (IDRs) at
'BB', and Short-term foreign currency IDR at 'B'. The agency has
also affirmed the region's National Long-term rating at 'AA-
(rus)'. The Outlooks on the Long-term ratings are Stable.
Fitch has also affirmed the Long-term local currency rating of
Orenburg Region's senior unsecured domestic bonds and JSC
Orenburg Housing Mortgage Corporation's (OHMC) senior unsecured
bond, guaranteed by the region, at 'BB' and 'AA-(rus)'.
The affirmation reflects Fitch's unchanged base line scenario
regarding Orenburg region's ability to record satisfactory
operating performance and maintain moderate direct risk
commensurate with its ratings in the medium term.
KEY RATING DRIVERS
The 'BB' rating reflects the region's moderate direct risk,
satisfactory fiscal performance and good cash position. The
ratings also factor in the concentrated nature of the region's
tax base to oil and gas companies, which is exacerbated by the
current negative economic trend in Russia.
Fitch expects Orenburg region's direct risk to increase up to
45%-47% of current revenue in 2015-2017 from 38% in 2014, fuelled
by the funding of expected budget deficits. The region's direct
risk as of end-July 2015 was composed of 60% domestic bonds
followed by loans contracted from the federal government (40%).
Orenburg's 2014 payback period -- as measured by direct
debt/current balance -- reduced to two and a half years from
negative 16 years in 2013 in line with our expectations.
Fitch continues to expect the region will maintain satisfactory
fiscal performance in 2015-2017 with an average operating surplus
of about 7%-8% and deficit before debt variation close to 5%-6%
of total revenue. According to interim performance by end-July
2015, the region recorded a minor deficit before debt variation
of 3.2% of total revenue, as compared with an interim surplus of
6.2% posted for 7M14.
The region restored its performance in 2014 with an operating
surplus of 10%, compared with a deficit of 0.2% in 2013. The
recovery was led by a swift increase in taxation, which in turn
is partially attributed to significant rouble depreciation and
the tax regime for oil and gas companies. The region succeeded in
reducing the opex annual growth rate to 6% in 2014 (2013: 8%).
The region's deficit before debt variation narrowed to 3.8% in
2014 from 17% in 2013.
The region's contingent risk is limited to guarantees issued to
two local companies and self-serviced debt of its public
entities. The region guaranteed OHMC's domestic bond of RUB1.5
billion issued in 2012. None of the guarantees have been called
by the lenders and the financial position of the public sector
entities is satisfactory.
Orenburg region's interim cash position was sound with RUB4.3
billion worth cash and deposits (2014: RUB1.9 billion). The
region's interim liquidity is further supported by untapped
standby credit lines of up to RUB4 billion.
The administration revised its macro forecast and currently
expects a contraction of GRP in 2015 by 3.3% yoy. Thereafter it
expects slow growth in the region's economy, with a likely
increase in GRP of about 1.2%-2.2% yoy in 2016-2018. Orenburg
region's economy is dominated by oil and gas companies, which
provide a sustainable tax base. However, the concentrated tax
base exposes the region to potential changes in the fiscal
regime, business cycles or price fluctuations in the sector.
RATING SENSITIVITIES
The ratings could be positively affected by a sustainable debt
payback ratio of below four years of the current balance and
direct risk remaining below 40% of current revenue.
The ratings could be negatively affected by consistently weaker
budgetary performance leading to weak debt coverage (direct
debt/current balance) of the region.
VOSTOCHNY EXPRESS: Moody's Cuts Nat'l Scale Rating to Ba3.ru
------------------------------------------------------------
Moody's Interfax Rating Agency has downgraded the National Scale
Rating (NSR) of Vostochny Express Bank to Ba3.ru from Baa3.ru.
The NSR carries no specific outlook.
Moody's rating action is primarily based on the bank's unaudited
financial statements for the first half of 2015 prepared under
IFRS, as well as information received from the bank.
RATINGS RATIONALE
The downgrade of Vostochny Express Bank's NSR reflects (1) a
continued deterioration of the bank's asset quality and
profitability because of the heightened risks in the bank's
unsecured consumer loan portfolio; and (2) its low capital
buffer, which has been eroded by the bank's substantial net IFRS
losses posted in 2014 and the first half of 2015.
Retail loans make up the bulk of Vostochny Express Bank's total
loans, with unsecured consumer loans and credit card loans
dominating the loan book (67% and 19% of the total retail
portfolio, respectively, according to IFRS as of July 1, 2015).
Similar to other specialist consumer lenders in Russia, the bank
displays weak asset-quality metrics and posted losses in both
2014 and the first half of 2015. This poor performance is due to
(1) the rapid growth of household indebtedness in Russia in
recent years; and (2) the country's currently weak macroeconomic
environment, which suppresses the population's net income and
hence debt-servicing capacity. As of July 1, 2015, the share of
Vostochny Express Bank's retail loans overdue by more than 90
days soared to 24.2% of the bank's total retail loans from the
already high 21.3% reported as of year-end 2014, and the bank's
credit costs (expressed as provisioning charges as a percentage
of average gross loans) remained high at 22.3% (annualized) in
the first half of 2015 (2014: 21.7%).
The high credit charges faced by Vostochny Express Bank led to a
substantial net IFRS loss of RUB6.6 billion (US$119 million) for
the first six months of 2015, which translated into negative
annualized return on average equity (ROAE) of 84% (in 2014, the
ROAE was also negative at 46.6%). Moody's does not expect
Vostochny Express Bank to return to profits in the second half of
2015, because profitability metrics are under a double pressure
from the substantial credit losses and elevated funding costs.
Furthermore, the bank's revenue generation will be suppressed by
the decreased proportion of performing loans, as its retail loan
portfolio (net of loan loss reserves) shrank 23% in the first
half of 2015.
Moody's notes that Vostochny Express Bank received RUB2.6 billion
capital injection from its shareholders in the first half of
2015, but this was not sufficient to compensate for the bank's
loss-making performance. As a result, the bank's Basel I Tier 1
and total capital adequacy ratios declined to 8.3% and 12.4%,
respectively, as of July 1, 2015, from 10.5% and 15.8% reported
as of year-end 2014, and the rating agency expects the weakening
trend to protract into the future. Furthermore, Vostochny
Express Bank is now approaching the regulatory capital adequacy
minimums: on Aug. 1, 2015, its reported statutory Tier 1 (N1.2)
and total (N1.0) capital adequacy ratios were at 6.63% and
10.71%, respectively, whereas the minimum required levels are 6%
and 10% respectively.
As has been announced publicly, on Oct. 2, 2015, Vostochny
Express Bank's shareholders will hold a meeting to discuss a new
share issuance with the total nominal value of shares at RUB3
billion. However, the precise amount and the targeted deadline of
this capital injection are currently uncertain, and this may not
be sufficient to fully cover the losses Moody's expects the bank
to incur in the second half of 2015.
WHAT COULD MOVE THE RATINGS DOWN/UP
Further downward pressure might develop on Vostochny Express
Bank's NSR as a result of (1) failure to recover and sustain
profitability and/or (2) failure to match any further losses with
an adequate increase in capital.
Moody's might upgrade the bank's NSR if it observes a sustainable
stabilization of the bank's asset quality, profitability and
capital adequacy parameters.
PRINCIPAL METHODOLOGIES
The principal methodology used in this rating was Banks published
in March 2015.
Headquartered in the City of Khabarovsk in Russia's Far East
region, Vostochny Express Bank reported total assets of
RUB176 billion (US$3.2 billion) and total equity of RUB13.7
billion (US$246 million) under unaudited IFRS as of July 1, 2015.
VOSTOCHNY EXPRESS: Moody's Lowers Deposit Ratings to Caa1
---------------------------------------------------------
Moody's Investors Service has downgraded the long-term local- and
foreign-currency deposit ratings of Vostochny Express Bank to
Caa1 from B3, as well as the bank's local-currency senior
unsecured debt rating to Caa1 from B3. The outlook on the bank's
long-term debt and deposit ratings remains negative.
Concurrently, Moody's downgraded Vostochny Express Bank's
baseline credit assessment (BCA) and adjusted BCA to caa1 from
b3. The bank's short-term local-currency and foreign-currency
deposit ratings were affirmed at Not-Prime.
Moody's has also downgraded Vostochny Express Bank's long-term
Counterparty Risk Assessment (CR Assessment) to B3(cr) from
B2(cr) and affirmed the bank's short-term CR Assessment of Not-
Prime(cr).
Moody's assessment of Vostochny Express Bank's ratings is
primarily based on the bank's unaudited financial statements for
the first half of 2015 prepared under IFRS, as well as
information received from the bank.
RATINGS RATIONALE
The downgrade of Vostochny Express Bank's ratings reflects (1) a
continued deterioration of the bank's asset quality and
profitability because of the heightened risks in the bank's
unsecured consumer loan portfolio; and (2) its low capital
buffer, which has been eroded by the bank's substantial net IFRS
losses posted in 2014 and the first half of 2015.
Retail loans make up the bulk of Vostochny Express Bank's total
loans, with unsecured consumer loans and credit card loans
dominating the loan book (67% and 19% of the total retail
portfolio, respectively, according to IFRS as of July 1, 2015).
Similar to other specialist consumer lenders in Russia, the bank
displays weak asset-quality metrics and posted losses in both
2014 and the first half of 2015. This poor performance is due to
(1) the rapid growth of household indebtedness in Russia in
recent years; and (2) the country's currently weak macroeconomic
environment, which suppresses the population's net income and
hence debt-servicing capacity. As of July 1, 2015, the share of
Vostochny Express Bank's retail loans overdue by more than 90
days soared to 24.2% of the bank's total retail loans from the
already high 21.3% reported as of year-end 2014, and the bank's
credit costs (expressed as provisioning charges as a percentage
of average gross loans) remained high at 22.3% (annualized) in
the first half of 2015 (2014: 21.7%).
The high credit charges faced by Vostochny Express Bank led to a
substantial net IFRS loss of RUB6.6 billion (US$119 million) for
the first six months of 2015, which translated into negative
annualised return on average equity (ROAE) of 84% (in 2014, the
ROAE was also negative at 46.6%). Moody's does not expect
Vostochny Express Bank to return to profits in the second half of
2015, because profitability metrics are under a double pressure
from the substantial credit losses and elevated funding costs.
Furthermore, the bank's revenue generation will be suppressed by
the decreased proportion of performing loans, as its retail loan
portfolio (net of loan loss reserves) shrank 23% in the first
half of 2015.
Moody's notes that Vostochny Express Bank received RUB2.6 billion
capital injection from its shareholders in the first half of
2015, but this was not sufficient to compensate for the bank's
loss-making performance. As a result, the bank's Basel I Tier 1
and total capital adequacy ratios declined to 8.3% and 12.4%,
respectively, as of July 1, 2015, from 10.5% and 15.8% reported
as of year-end 2014, and the rating agency expects the weakening
trend to protract into the future. Furthermore, Vostochny
Express Bank is now approaching the regulatory capital adequacy
minimums: on August 1, 2015, its reported statutory Tier 1 (N1.2)
and total (N1.0) capital adequacy ratios were at 6.63% and
10.71%, respectively, whereas the minimum required levels are 6%
and 10% respectively.
As has been announced publicly, on October 2, 2015, Vostochny
Express Bank's shareholders will hold a meeting to discuss a new
share issuance with the total nominal value of shares at RUB3
billion. However, the precise amount and the targeted deadline
of this capital injection are currently uncertain, and this may
not be sufficient to fully cover the losses Moody's expects the
bank to incur in the second half of 2015.
WHAT COULD MOVE THE RATINGS DOWN/UP
Further downward pressure might develop on Vostochny Express
Bank's ratings as a result of (1) failure to recover and sustain
profitability and/or (2) failure to match any further losses with
an adequate increase in capital.
Vostochny Express Bank's Caa1 deposit and debt ratings are
unlikely to be upgraded in the next 12 to 18 months given the
negative outlook on the ratings. The rating agency might revise
the outlook on the bank's deposit and debt ratings to stable if
it observes a sustainable stabilization of the bank's asset
quality, profitability and capital adequacy parameters.
PRINCIPAL METHODOLOGIES
The principal methodology used in these ratings was Banks
published in March 2015.
Headquartered in the City of Khabarovsk in Russia's Far East
region, Vostochny Express Bank reported total assets of
RUB176 billion (US$3.2 billion) and total equity of RUB13.7
billion (US$246 million) under unaudited IFRS as of July 1, 2015.
===============
S L O V E N I A
===============
T-2: Receivership Challenged at Top Court
-----------------------------------------
english.sta.si reports that the majority owner of
telecommunications provider T-2 filed a petition with the
Constitutional Court challenging a Higher Court decision to send
the company into receivership.
=============
U K R A I N E
=============
CB PRIVATBANK: Fitch Cuts Long-Term Issuer Default Rating to 'RD'
-----------------------------------------------------------------
Fitch Ratings has downgraded PJSC CB PrivatBank's (Privat) Long-
term foreign currency Issuer Default Rating (IDR) to 'RD'
(Restricted Default) from 'C' on completion of the bank's USD200
million eurobond restructuring. The Viability Rating (VR) has
also been downgraded to 'f' from 'c'.
KEY RATING DRIVERS
The downgrade of Privat's Long- and Short-term foreign currency
IDRs to 'RD' and the bank's VR to 'f' follows the completion of
the restructuring of its USD200 million senior eurobond, which
was due on September 23, 2015. The restructuring involved an
extension of maturity, but no write-down of principal, and the
coupon rate was increased. The new maturity of the senior bond
will depend on progress with the restructuring of the bank's
subordinated debt due in 2016 (not rated by Fitch).
In accordance with Fitch's distressed debt exchange (DDE)
criteria, a DDE is deemed to have occurred if a restructuring
imposes a material reduction in terms (including extension of
maturity) compared with the original contractual terms of an
entity's financial obligations, and the restructuring is
conducted to avoid bankruptcy, insolvency or intervention
proceedings, or a payment default. The downgrade of Privat's IDRs
and the VR reflects Fitch's view that the bank's debt
restructuring meets these criteria.
The bank's other ratings are not affected by the actions on the
bank's foreign currency IDRs and VR. The rating of the
restructured bond was already at the lowest possible level of 'C'
prior to default.
RATING SENSITIVITIES
Fitch expects to review and upgrade the bank's VR, IDRs and debt
ratings once sufficient information is available on the bank's
post-restructuring credit profile. However, the ratings will
likely remain very low, given high country risks and Ukraine's
'CCC' Country Ceiling.
The rating actions are as follows:
Long-term foreign-currency IDR: downgraded to 'RD' from 'C'
Short-term IDR: downgraded to 'RD' from 'C'
Viability Rating: downgraded to 'f' from 'c'
The bank's ratings which are not affected by the rating actions
are:
Long-term local currency IDR: 'CCC'
Restructured senior unsecured USD200m eurobond of UK SPV Credit
Finance plc: 'C'/Recovery Rating 'RR4'
Non-restructured senior unsecured USD175m eurobond of UK SPV
Credit Finance plc due on 28 February 2018: 'CC'/Recovery
Rating 'RR5'
Support Rating: '5'
Support Rating Floor: 'No Floor'
National Long-term rating: 'A-(ukr)', Outlook Stable
KYIV CITY: Fitch Cuts Long-Term Issuer Default Rating to 'C'
------------------------------------------------------------
Fitch Ratings has downgraded the City of Kyiv's Long-term local
currency Issuer Default Rating (IDR) to 'C' from 'CC' and its
National Long-term rating to 'CCC(ukr)' from 'BB(ukr)'.
KEY RATING DRIVERS
The downgrade reflects the following rating drivers and their
relative weights:
HIGH
The downgrade of Kyiv's Long-term local currency IDR reflects
Fitch's view that default by the city on certain senior debt
obligations is now almost inevitable. This follows recent
announcements by the city to extend the maturities of these bonds
(series F, G and H). In its decisions dated September 3, 2015 and
July 30, 2015, Kyiv's city council voted to postpone repayment of
UAH5.165 billion senior unsecured domestic bonds by 360 days.
Fitch treats announced restructurings as defaults in accordance
with its distressed debt exchange (DDE) criteria. However, the
proposals do not involve any write-down of principal, and coupons
payable on the bonds will not decrease.
Following the downgrade of the city's Long-term local currency
IDR and National Long-term rating, Fitch has downgraded the
following senior debt issues subject to restructuring to 'C' and
'CCC(ukr)':
-- Series '4-H' UAH2,375 million bond due in October 2015
-- Series '2-F' UAH875 million bond due in December 2015
-- Series '3-G' UAH1,915 million bond due in December 2015
Fitch also notes that Kyiv will face refinancing of its
outstanding USD250 million eurobonds in November 2015 and USD300
million in July 2016. According to the city's announcements, Kyiv
launched consent solicitations to extend the maturities of these
eurobonds. Kyiv has initiated the restructuring process on these
external debt obligations as a result of sovereign intervention.
The Cabinet of Ministers of Ukraine required the city of Kyiv,
alongside other state-owned entities, to extend the maturity of
its external debt as part of a broader exercise to support
Ukraine's public sector finances and external liquidity following
the introduction of the IMF's Extended Fund Facility for Ukraine
in March 2015.
The city of Kyiv's Long-term foreign-currency IDR is rated 'C',
following the recent sovereign downgrade, which triggered the
downgrade of the city.
MEDIUM
The city's economy is likely to be negatively affected, as
Ukraine's real GDP fell 6.8% in 2014, and Fitch assumes further
contraction by 9% yoy in 2015 given the negative macroeconomic
trend. The impact will be partially mitigated by the city's well-
diversified economy. Historically Kyiv contributed about 18% to
Ukraine's GDP in 2009-2013.
RATING SENSITIVITIES
Fitch would expect to downgrade the city's Long-term foreign and
local currency IDRs further to 'RD' (Restricted Default) at the
point of execution of the exchange offers on outstanding senior
bonds, should they go ahead and if this restructuring meets
Fitch's DDE criteria or if the city misses the payment according
to original schedule.
Fitch will review the city's ratings once the debt exchanges are
completed and sufficient information is available on Kyiv's
credit profile. However, the rating will likely remain low, given
high country risks and Ukraine's 'CCC' Country Ceiling.
The rating actions are as follows:
-- Long-term foreign currency IDR: affirmed at 'C'
-- Long-term local currency IDR: downgraded to 'C' from 'CC'
-- Short-term foreign currency IDR: affirmed at 'C'
-- National Long-term rating: downgraded to 'CCC(ukr)' from
'BB(ukr)'
-- Senior unsecured domestic bonds: downgraded to 'C' from 'CC'
-- Senior unsecured domestic bonds: downgraded to 'CCC(ukr)'
from 'BB(ukr)'
-- Senior unsecured eurobonds: affirmed at 'C'
=============
U K R A I N E
=============
STAROKYIVSKY BANK: Deposit Guarantee Fund Extends Liquidation
-------------------------------------------------------------
Interfax-Ukraine reports that the executive directorate of the
Individuals' Deposit Guarantee Fund on August 27, 2015 decided to
prolong the liquidation procedure for PJSC Starokyivsky Bank for
one year, until September 18, 2016.
According to Interfax-Ukraine, the powers of liquidator
Liubov Pantina have also been extended for the same period.
The National Bank of Ukraine decided to liquidate Starokyivsky
Bank (Kyiv) on September 18, 2014, Interfax-Ukraine recounts.
The Individuals' Deposit Guarantee Fund placed the bank under
temporary administration for three months, from June 18 to
September 18, 2014, Interfax-Ukraine relates.
Starokyivsky Bank was founded in 1991. According to the National
Bank of Ukraine, on July 1, 2014, in terms of total assets, Bank
Starokyivsky ranked 148th (UAH413.806 million) among the 173
banks operating in the country.
STOLYCHNY BANK: NBU Revokes Banking License, Starts Liquidation
---------------------------------------------------------------
Interfax-Ukraine reports that the National Bank of Ukraine on
September 18 decided to revoke the banking license of insolvent
bank Stolychny (Sumy) and liquidate it.
The NBU on July 9 classified bank Stolychny (Sumy) as insolvent,
Interfax-Ukraine recounts. The Individuals' Deposit Guarantee
Fund introduced temporary administration at the bank on July 10,
Interfax-Ukraine relates.
Bank Stolychny was founded in 1993. The bank ranked 93rd among
133 operating banks as of April 1, 2015, in terms of total assets
worth UAH601.511 million, according to the NBU.
===========================
U N I T E D K I N G D O M
===========================
AAAW LTD: Collapse to Cost Taxpayers GBP600,000
-----------------------------------------------
Dan O'Donoghue at Rossendale Free Press reports that taxpayers
have been saddled with a bill of more than GBP600,000 after AAAW
Ltd, a firm Rossendale council appointed to deliver a housing
project, went into liquidation.
According to the report, council chiefs have projected a
GBP609,000 cost to manage 350 empty homes after AAAW Ltd went
into liquidation in January.
Rossendale Free Press previously reported in July that Futures
Park bosses had ended their relationship with AAAW Ltd, who they
appointed to run the Pennine Lancashire Empty Homes Scheme.
Subsequently, the firm went into voluntary liquidation, leaving
hundreds of unfinished homes, the report says.
Rossendale Free Press relates that in a report to councillors,
council finance manager Janice Crawford said: "On January 31, the
council's agent in the delivery of the East Lancashire Empty
Homes Revolving Loan scheme ceased trading.
"Consequently, the council found itself responsible for the
management of 350 properties across East Lancashire.
"The revenue costs associated with the management of these
properties in 2015/16 are projected to be GBP609k, though this is
dependent on some key assumptions around the pace of bringing
empty properties back into use, occupancy rates and rent
collection statistics. As at July 31, the expenditure totals
GBP264,000."
An internal investigation into the handling of the scheme is set
to be concluded by Rossendale council at the end of September,
adds Rossendale Free Press.
AAAW Ltd was a Haslingden-based property management firm.
AVALON HOTEL: In Liquidation, Cuts 10 Jobs
------------------------------------------
David Sedgwick at News Guardian reports that biker-themed Avalon
Hotel went into liquidation cutting 10 jobs in the process.
The biker-themed Avalon Hotel, in South Parade, had been a
popular stop-off for visitors after it opened in 2004. But a
recent decline in trade saw it used by North Tyneside Council for
short term accommodation for young adults, according to News
Guardian.
The hotel, which had been up for sale before going into
liquidation, was run by Mike Farwell, the report notes.
In 2008, he bought the adjoining property -- the former
Conservative Club, -- and created The Trojan Rooms, a function
and music venue, which proved popular with residents and
visitors, the report recalls.
However, Mr. Farwell said the hotel suffered during the recession
and smoking ban, the report relays.
And several other bars and hotels in South Parade -- once
renowned worldwide for its night life -- closed down, the report
notes.
A drop in tourist trade and a lack of overnight business from
contractors also had a big impact on the hotel, the report
discloses.
Greg Whitehead, an Insolvency Practitioner with Newcastle firm
Northpoint, was appointed Liquidator earlier this month, the
report relays.
The report notes that Mr. Whitehead said: "This cessation of
trading and liquidation with the loss of ten jobs reflects the
gradual decline in recent years of similar businesses in the
immediate area.
"It will be interesting to see how South Parade moves on in years
to come. As a local to Whitley Bay I hope it can be regenerated
in some way. I have asked Lambert Smith Hampton in Newcastle to
deal with a sale of the property," the report quoted Mr.
Whitehead as saying.
DUKINFIELD PLC: S&P Assigns 'BB' Rating to Class E-Dfrd Notes
-------------------------------------------------------------
Standard & Poor's Ratings Services assigned its credit ratings to
Dukinfield PLC's class A notes and to the interest-deferrable
class B-Dfrd to E-Dfrd notes. At closing, Dukinfield also issued
unrated class F notes and unrated residual certificates.
At closing, the issuer purchased the beneficial interest in a
portfolio of U.K. residential mortgage loans from the beneficial
title seller (Dukinfield Mortgages Ltd.), using the proceeds from
the issuance of the rated notes, the unrated class F notes, and
the unrated residual certificates. At closing, the issuer used
the proceeds from withholding consideration due to the seller
following the sale of the portfolio to fund a general reserve
fund at 2.5% of the initial portfolio balance and upfront
transaction expenses.
The pool (as of July 31, 2015) comprises first-lien U.K. loans
made to nonconforming borrowers, some of whom self-certified
their income or were otherwise considered by banks and building
societies to be nonprime borrowers, or who used 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, or the Scottish equivalent, an individual
voluntary arrangement, or bankruptcy order.
Of the pool, 17.46% of the loans have either had some form of
modification since origination or have had arrears
capitalization. Of the pool, 4.17% of the loans are delinquent
for more than one month.
The mortgage loans are owned by Dukinfield Mortgages (as
beneficial title holder) and Pepper (U.K.) Ltd. (Pepper U.K.; as
legal title holder). Pepper U.K. is also the transaction's
servicer.
At closing, a reserve fund was funded to 2.5% of the collateral
balance. If available, revenues are insufficient to pay senior
expenses and interest on the class A to E notes, the reserve fund
can be used to cover interest shortfalls on these notes.
Additionally, available principal funds can be used to cover any
interest shortfalls for senior expenses.
The class B-Dfrd to E-Dfrd notes are deferrable-interest notes
and S&P treated them as such in its analysis. Under the
transaction documents, the issuer can defer interest payments on
these notes. Consequently, any deferral of interest on the class
B-Dfrd to E-Dfrd notes would not constitute an event of default.
While S&P's 'AAA (sf)' rating on the class A notes addresses the
timely payment of interest and the ultimate payment of principal,
its ratings on the class B-Dfrd to E-Dfrd notes address the
ultimate payment of principal and the ultimate payment of
interest.
The class A to E notes' interest rates are equal to three-month
British pound sterling LIBOR plus class-specific margins. There
is basis risk in the pool as while the underlying collateral is
also linked to three-month sterling LIBOR, it resets at different
dates than the notes. As a result, we stress the historical
timing mismatch between the index paid on the assets and that
paid on the liabilities. There is no swap in the transaction to
mitigate this risk.
S&P's ratings reflect its assessment of the transaction's payment
structure, cash flow mechanics, and the results of S&P's cash
flow analysis to assess whether the notes would be repaid under
stress test scenarios. Subordination and the reserve fund
provide credit enhancement to the notes that are senior to the
unrated class F notes. Taking these factors into account, S&P
considers the available credit enhancement for the rated notes to
be commensurate with the ratings that we have assigned.
RATINGS LIST
Dukinfield PLC
GBP459.7 Million Mortgage-Backed Floating-Rate Notes And Unrated
Residual Certificates
Class Rating Amount
(mil. GBP)
A AAA (sf) 326.4
B-Dfrd AA (sf) 37.9
C-Dfrd A (sf) 33.3
D-Dfrd BBB (sf) 16.1
E-Dfrd BB (sf) 25.3
F NR 20.7
RC NR N/A
Dfrd--Interest deferrable.
NR--Not rated.
RC--Residual certificates.
N/A--Not applicable.
MGC HAYLES: Sold Out of Administration; 30 Jobs Saved
-----------------------------------------------------
Jessica Fino at economia reports that a Midlands accountancy firm
has been sold after going into administration, saving nearly 30
jobs.
MGC Hayles was under administration by local firm Smith Cooper
since July and continued to trade throughout the insolvency
period, the report says.
economia relates that the business, founded in 2012, following a
merger with Hayles & Partners, has offices in Birmingham,
Leicester and Nottingham.
The business and assets of the Birmingham and Nottingham offices
were sold to Seagrave French LLP. Hayles Leicester acquired the
Leicester office, the report discloses.
According to the report, Smith Cooper's head of business recovery
and insolvency Dean Nelson and his partner Nick Lee took over the
administration during the insolvency across the three offices
while seeking a buyer.
economia relates that the rescue came after the company's secured
creditors approached the administrations following a winding up-
petition from HMRC.
"Professional services have not been immune from the difficulties
faced by many other businesses during these tough economic
conditions," the report quotes Mr. Nelson as saying. "We felt
that continuing to trade the businesses while seeking a buyer
would likely yield the best outcome for creditors and reflected
our understanding of the quality of the work undertaken, and, the
excellent client base."
Michael Roome, director at Smith Cooper who oversaw the
transaction, said the sales would ensure the preservation of the
MGC businesses, and save 27 jobs in across the Midlands, the
report adds.
NEW HORIZON: Placed Into Provisional Liquidation
------------------------------------------------
New Horizon Energy Limited and New Horizon Energy LLC
(incorporated in the State of Illinois, USA) have been placed
into provisional liquidation following an investigation by
Company Investigations of the Insolvency Service.
Both companies have sought investments from members of the public
for oil wells in the United States.
The role of the provisional liquidator is to protect assets in
the possession or under the control of the company, pending the
determination of the petition. The provisional liquidator also
has the power to investigate the affairs of the company insofar
as it is necessary to protect assets including any third party or
trust monies or assets in the possession of or under the control
of the company.
The case is now subject to High Court action and no further
information will be made available until a petition to wind up
the company is heard in the High Court on Oct. 7, 2015.
The petition was presented under s124A of the Insolvency Act
1986. The Official Receiver was appointed as provisional
liquidator of the company on Aug. 5, 2015, by Mr Justice Norris.
SSI UK: To Halt Operations at Redcar Plant, 2,000 Jobs at Risk
--------------------------------------------------------------
Maytaal Angel and Khettiya Jittapong at Reuters report SSI UK
said on Sept. 18 it was halting operations at its Redcar plant in
northeast England, calling into question the future of its
business and putting 2,000 jobs at risk.
The company, a unit of Thailand's largest steelmaker Sahaviriya
Steel Industries (SSI), said a sharp decline in steel prices
ST-CRU-IDX had hurt its business, Reuters relates.
Thai banking sources told Reuters that SSI has debts of about
THB47-THB48 billion (US$1.3 billion) related to its UK business
and was negotiating with creditors on a debt restructuring, with
talks expected to conclude this week. Media reports have said
that SSI UK has missed several debt repayments, Reuters notes.
According to Reuters, the Redcar plant is located in an
economically deprived region of the UK and locals fear permanent
closure could put at risk thousands more jobs indirectly related
to steelmaking.
SSI UK is Britain's second-largest steelmaker.
ULYSSES PLC: S&P Affirms 'D' Ratings on 3 Note Classes
------------------------------------------------------
Standard & Poor's Ratings Services has lowered its credit rating
on the class A notes and affirmed its ratings on all other
classes of notes in Ulysses (European Loan Conduit No. 27) PLC.
The rating actions follow S&P's review of the credit quality of
the underlying loan in the transaction.
Ulysses (European Loan Conduit No. 27) is a European commercial
mortgage-backed securities (CMBS) transaction that closed in July
2007. At closing, the issuer acquired the senior portion of a
U.K. loan secured by a single office building in London, which is
known as CityPoint. The senior loanis interest-only and the
current outstanding note balance is GBP429 million (unchanged
since closing). The final maturity date of the notes is in July
2017.
LOAN ANALYSIS
The loan entered special servicing on Feb. 14, 2012 following the
borrower's failure to make sufficient payments to meet all of its
obligations relating to interest due on the whole loan. The
special servicer subsequently appointed a receiver, which then
entered into a new asset management agreement with the existing
whole loan sponsor.
In October 2012, the receiver and the sponsors signed a GBP21.7
million capex facility agreement to implement the new business
plan for the asset. Asset management initiatives include
refurbishment works to the entrance hall, the plaza, and to
refurbish a retail unit.
The loan matured in July 2014, but there is a long-dated swap,
which ranks ahead of the securitized loan, which matures in July
2017.
The property is currently 98.7% occupied with a net rental income
of GBP26.9 million. S&P understands that three tenants that
contribute to 12.8% of the current annual rent have given notice
to vacate in the next year.
The reported market value as of December 2014 is GBP498,500,000,
representing a current securitized loan-to-value ratio of 86.1%.
In S&P's analysis, it has taken into account swap breakage costs,
resulting from the long-dated swap and the repayment of servicer
advance facility drawings, which are likely to reduce recoveries.
S&P has assumed principal losses on the loan in its 'B' rating
stress scenario.
INTEREST SHORTFALLS
S&P understands that the excess spread, which is distributed to
the class X notes, is not available to mitigate interest
shortfalls. The issuer relies on the servicer advance facility
to address the timely payment of interest on the notes. However,
the transaction documents indicate that the servicer advance
facility is not available to cover interest shortfalls under the
notes if such shortfalls result from special servicing fees or
the reduction of advance facility drawings following the
determination of an appraisal-reduction amount. To date, the
issuer has drawn GBP29.8 million from the servicer advance
facility.
As shown in the last cash manager report, the class D and E notes
continue to accrue unpaid interest.
RATING RATIONALE
S&P's ratings in this transaction address the timely payment of
interest, payable quarterly in arrears, and the payment of
principal no later than the legal final maturity date in July
2017.
S&P considers that the available credit enhancement for the class
A notes is insufficient to mitigate the risk of losses from the
underlying loan at the currently assigned rating. In addition,
the transaction is approaching its legal final maturity date in
July 2017. S&P therefore considers the transaction to have
become more exposed to timing risk relating to the repayment of
principal no later than the legal final maturity date.
Therefore, S&P has lowered to 'B+ (sf)' from 'BB+ (sf)' its
rating on the class A notes in accordance with its credit
stability criteria and its European CMBS criteria.
S&P has affirmed its 'CCC (sf)' rating on the class B notes as
they remain vulnerable to non-payment. This is in line with
S&P's criteria for assigning 'CCC' category ratings.
S&P has affirmed its 'D (sf)' ratings on the class C, D, and E
notes. These classes have experienced interest shortfalls. This
is in line with S&P's criteria, "Timeliness Of Payments: Grace
Periods, Guarantees, And Use Of 'D' And 'SD' Ratings," published
on Oct. 24, 2013.
RATINGS LIST
Ulysses (European Loan Conduit No. 27) PLC
GBP429 mil commercial mortgage-backed floating-rate notes
Rating Rating
Class Identifier To From
A 90406LAA2 B+ (sf) BB+ (sf)
B XS0308838613 CCC (sf) CCC (sf)
C XS0308839009 D (sf) D (sf)
D 90406LAB0 D (sf) D (sf)
E XS0308839694 D (sf) D (sf)
===============
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
------- ------ ------ ------
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*********
Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par. Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable. Those sources may not,
however, be complete or accurate. The Monday Bond Pricing table
is compiled on the Friday prior to publication. Prices reported
are not intended to reflect actual trades. Prices for actual
trades are probably different. Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind. It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.
Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets. At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short. Don't be fooled. Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets. A company may establish reserves on its
balance sheet for liabilities that may never materialize. The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.
Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals. All titles are
available at your local bookstore or through Amazon.com. Go to
http://www.bankrupt.com/booksto order any title today.
*********
S U B S C R I P T I O N I N F O R M A T I O N
Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.
Copyright 2015. All rights reserved. ISSN 1529-2754.
This material is copyrighted and any commercial use, resale or
publication in any form (including e-mail forwarding, electronic
re-mailing and photocopying) is strictly prohibited without prior
written permission of the publishers.
Information contained herein is obtained from sources believed to
be reliable, but is not guaranteed.
The TCR Europe subscription rate is US$775 per half-year,
delivered via e-mail. Additional e-mail subscriptions for
members of the same firm for the term of the initial subscription
or balance thereof are US$25 each. For subscription information,
contact Peter Chapman at 215-945-7000 or Nina Novak at
202-362-8552.
* * * End of Transmission * * *