• +353-1-415-1241(GMT OFFICE HOURS)
  • 1-800-526-8630(US/CAN TOLL FREE)
  • 1-917-300-0470(EST OFFICE HOURS)
Global SROC Report: October 2008 Portfolio Benchmarks And SROC For 3,648 Synthetic CDO Tranches Nov 08 Product Image

Global SROC Report: October 2008 Portfolio Benchmarks And SROC For 3,648 Synthetic CDO Tranches Nov 08

  • Published: November 2008
  • Region: Global
  • Standard & Poors

FEATURED COMPANIES

  • ABACUS 2004-3, Ltd.
  • CeDeOs 1 Ltd.
  • Eiffel CDO Ltd.
  • Lunar Funding V PLC
  • Ortelius Finance PLC
  • Signum Vanguard Ltd.
  • MORE

Abstract
Since the September 2008 SROC (synthetic rated overcollateralization) report, 1303 tranches have been subject to rating actions (see table 1). We are currently undertaking a full review of the tranches for which the SROC figure as at month-end October was below 100%. We will publish the appropriate actions in our November rating action media release, which is due shortly. The report was run using month-end numbers and before any ratings upgrades or downgrades, making it a snapshot of each publicly rated tranches' sensitivity to a rating downgrade. This report provides SROC and other performance metrics on 3,648 individual CDO tranches. It represents publicly rated transactions in Europe, U.S., Japan, Hong Kong, Singapore, Australasia, and Canada for which currently outstanding ratings...

Standard and Poors RatingsXpress Credit Research provides in-depth coverage of international corporates, financial institutions, insurance companies, utilities, sovereigns and structured finance programs. RatingsXpress Credit Research lets users determine the credit rating of holdings and identify key factors underlying an issuer's creditworthiness, distinguishes the different risk READ MORE >

- HSBC Bank PLC
- Swedish Export Credit Corp.
- Toronto-Dominion Bank
- The Bank of Nova Scotia
- Societe Generale
- Credit Agricole Corporate and Investment Bank
- Nomura International PLC
- SGA Societe Generale Acceptance N.V.
- Morgan Stanley
- DBS Bank Ltd.
- Deutsche Bank AG (London Branch)
- Lehman Brothers Treasury Co. B.V.
- UBS AG (Jersey Branch)
- IXIS Corporate & Investment Bank
- Jupiter Finance Ltd.
- UBS AG
- Credit Agricole CIB Finance (Guernsey) Limited
- Landesbank Baden-Wuerttemberg
- Repackaged Offshore Collateralised Kredit (Rock) Two Ltd.
- Lunar Funding I Ltd.
- Structured Investments Corporation
- Eirles Two Ltd.
- Credit and Repackaged Securities Limited
- Signum Finance II PLC
- Argon Capital PLC
- Coriolanus Ltd.
- Skylark Ltd.
- Corsair (Jersey) No. 2 Ltd.
- Sceptre Capital B.V.
- Xelo PLC
- Helium Capital Ltd.
- Saphir Finance PLC
- Momentum CDO (Europe) Ltd.
- Tribune Ltd.
- Claris Ltd.
- STARTS (Cayman) Ltd.
- Rheinwest Credit Management
- Alexandria Capital PLC
- Edam Funding One Ltd.
- Corsair Finance (Ireland) No. 6 Ltd.
- Salisbury International Investments Ltd.
- Cloverie PLC
- Brooklands Euro Referenced Linked Notes 2004-1 Ltd.
- Chrome Funding Ltd.
- Signum Vanguard Ltd.
- Rutland Rated Investments
- Magnolia Finance I PLC
- Elva Funding PLC
- Quartz CDO (Ireland) PLC
- Aphex Capital PLC
- Steers Credit Linked Trust, ML Tranche
- Trees S.A.
- Hummingbird Securitisation Ltd.
- Astir B.V.
- Corsair (Jersey) No. 4 Ltd.
- Curzon Funding Ltd.
- Morgan Stanley ACES SPC
- Investor Solutions Ltd.
- Ocelot CDO I PLC
- ELM B.V.
- Signum Platinum I Ltd. Series 2006-01
- Ixion PLC
- Claris IV Ltd.
- Titian CDO PLC
- REVE SPC
- Credit Default Swap
- WISE 2006-1 PLC
- Greylock Synthetic CDO 2006
- STRATA 2006-35 Limited
- Pegasus 2007-1, Ltd.
- CeDeOs 1 Ltd.
- Proventus European ABS CDO PLC
- Cookson SPC
- Steers Lasso Trust, Series 2007-A
- Terra CDO SPC Ltd.
- TIERS Derby Synthetic CDO Floating Rate Credit Linked Trust
- Galena CDO II (Ireland) PLC
- Galena CDO II (Cayman Islands) Limited
- Archstone Synthetic CDO II SPC
- Script Securitisation Ltd. Constellation Series 2007-1
- Asset Repackaging Trust Six B.V.
- Steers Lasso Trust Series 2007-1
- Motif Finance (Ireland) PLC
- Ortelius Finance PLC
- Newport Waves CDO
- PARCS-R Master Trust
- STARTS (Ireland) PLC
- Banque AIG and Bayerische Hypo- und Vereinsbank AG
- Lunar Funding V PLC
- Repacs Trust Series: Bayshore I
- Natixis Structured Products Ltd.
- ABACUS 2004-3, Ltd.
- Iris SPV PLC
- Calibre 2004-XI Ltd
- Beryl Finance Ltd.
- Rente Plus Co. Ltd.
- Omega Capital Investments PLC
- CID Finance B.V.
- Omega Investments Cayman Ltd.
- Iridal Public Limited Company
- Delta CDO PLC
- Atlas II CDO PLC
- Ashwell Rated S.A.
- Mt. Kailash Series II
- Mt Kailash Series III
- Aria CDO II
- Brooklands Euro Referenced Linked Notes 2005-1 Ltd.
- ABACUS 2005-4, Ltd.
- Starling Finance PLC
- Infinity SPC Limited
- Deutsche Bank AG London and N.V. Slibverwerking Noord-Brabant
- Strata Trust, Series 2007-3
- Strata Trust, Series 2007-4
- Strata Trust, Series 2007-5
- Marvel Finance 2007-1 LLC
- Repacs Trust Series 2007 Rigi Debt Units
- Rabobank International and Mogador Ltd.
- Tiers Wolcott Synthetic CDO Floating Rate Credit Linked Trust Series 2007-26
- Lorally CDO Limited Series 2007-3
- NOAJ CDO Ltd.
- Strata Trust, Series 2007-7
- Seawall 2007-2 (AAA Synthetic ReREMIC) Ltd
- Seawall 2007-3 (AAA Synthetic ReREMIC) Ltd
- Marvel Finance 2007-3 LLC
- M&G Credit Finance (Ireland) PLC
- Landgrove Synthetic CDO SPC
- Marvel Finance 2007-4 LLC
- White Knight Investment Trust
- Neptuno CLO II B.V.
- Zircon Finance Ltd.
- Strata 2005-19, Limited Floating Rate Notes
- Aura (Ireland) CDO PLC
- Stichting PROFILE Securitisation I
- Modjeska Canyon S.A.
- C.L.E.A.R. PLC
- Morgan Stanley Managed ACES SPC
- Aphex Pacific Capital Ltd.
- Khamsin Credit Products (Netherlands) II B.V.
- Seawall 2006-1 Ltd
- Infiniti SPC Limited
- Helix Capital (Jersey) Ltd.
- Eiffel CDO Ltd.
- IXIS Corporate & Investment Bank and BNP Paribas (London branch)
- Baker Street Finance Ltd.
- Athenee CDO PLC
- Ionia Capital PLC
- Claris III Ltd.
- STEERS Credit Linked Trust Minoa Tranche Series 2006-1
- Dorset Street Finance Ltd.
- PARCS Master Trust
- Selecta CDO Ltd.
- HARBOR SPC
- Pegasus 2006-1, Ltd.
- Diadem City CDO Ltd.
- REPACS Trust Series 2006-1 Monte Rosa
- Saphir CDO (Ireland) PLC

Note: Product cover images may vary from those shown

RELATED PRODUCTS