European Synthetic CDO CreditWatch Actions After Running January 2009 Month-End SROC Figures Feb 09

  • ID: 1752618
  • February 2009
  • Region: Europe
  • Standard & Poors
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  • Alexandria Capital PLC
  • Claris IV Ltd.
  • Credit Default Swap
  • Elva Funding PLC
  • Ortelius Finance PLC
  • Societe Generale
  • MORE

The following table provides the tranches, series, and synthetic rated overcollateralization (SROC) figures for the 362 European synthetic collateralized debt obligation (CDO) tranches affected after running the January 2008 month-end SROC figures. For the related media release, please see "S&P Puts Synthetic CDOs On CreditWatch After Running January 2009 Month-End SROC Figures," published on Feb. 11, 2009....

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- The Royal Bank of Scotland N.V.
- Societe Generale
- SGA Societe Generale Acceptance N.V.
- IXIS Corporate & Investment Bank
- Jupiter Finance Ltd.
- Eirles Two Ltd.
- Argon Capital PLC
- Sceptre Capital B.V.
- Xelo PLC
- Momentum CDO (Europe) Ltd.
- Claris Ltd.
- Alexandria Capital PLC
- Cloverie PLC
- Rutland Rated Investments
- Elva Funding PLC
- Corsair (Jersey) No. 4 Ltd.
- ELM B.V.
- STARTS (Ireland) PLC
- Lunar Funding V PLC
- Natixis Structured Products Ltd.
- Omega Capital Investments PLC
- Brooklands Euro Referenced Linked Notes 2005-1 Ltd.
- Starling Finance PLC
- C.L.E.A.R. PLC
- Khamsin Credit Products (Netherlands) II B.V.
- Dorset Street Finance Ltd.
- Claris IV Ltd.
- Credit Default Swap
- Asset Repackaging Trust Six B.V.
- Ortelius Finance PLC
- Deutsche Bank AG London and N.V. Slibverwerking Noord-Brabant

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