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

  • ID: 1752618
  • February 2009
  • Region: Europe
  • Standard & Poors


  • Alexandria Capital PLC
  • Aura (Ireland) CDO PLC
  • Claris Ltd.
  • Eirles Two Ltd.
  • London Wall 2006-1 Ltd.
  • Saphir Finance PLC
  • 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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Research Type: Commentary
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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.
- Eirles Four Ltd.
- Argon Capital PLC
- Coriolanus Ltd.
- ARLO Ltd.
- Brooklands ABS Euro Referenced Linked Notes 2002-2 Ltd.
- Sceptre Capital B.V.
- Xelo PLC
- Saphir Finance PLC
- Momentum CDO (Europe) Ltd.
- Arosa Funding Ltd.
- Claris Ltd.
- Alexandria Capital PLC
- Thunderbird Investments PLC
- Corsair Finance (Ireland) No. 6 Ltd.
- Salisbury International Investments Ltd.
- Cloverie PLC
- Brooklands Euro Referenced Linked Notes 2004-1 Ltd.
- Chrome Funding Ltd.
- Asset-Backed Obligaties Ltd.
- Rutland Rated Investments
- Elva Funding PLC
- Quartz CDO (Ireland) PLC
- Asgard CDO PLC
- Astir B.V.
- Corsair (Jersey) No. 4 Ltd.
- ELM B.V.
- STARTS (Ireland) PLC
- Lunar Funding V PLC
- Natixis Structured Products Ltd.
- Omega Capital Investments PLC
- Delta CDO PLC
- Midgard CDO PLC
- Brooklands Euro Referenced Linked Notes 2005-1 Ltd.
- Starling Finance PLC
- Aura (Ireland) CDO PLC
- C.L.E.A.R. PLC
- Aphex Pacific Capital Ltd.
- Khamsin Credit Products (Netherlands) II B.V.
- Helix Capital (Jersey) Ltd.
- IXIS Corporate & Investment Bank and BNP Paribas (London branch)
- Carneros III PLC
- London Wall 2006-1 Ltd.
- Dorset Street Finance Ltd.
- Claris IV Ltd.
- Titian CDO PLC
- Credit Default Swap
- Fermat Ltd.
- Heartland Funding PLC
- Cerigo Capital Ltd.
- Asset Repackaging Trust Six B.V.
- Ortelius Finance PLC
- Deutsche Bank AG London and N.V. Slibverwerking Noord-Brabant
- M&G Credit Finance (Ireland) PLC

Note: Product cover images may vary from those shown
Note: Product cover images may vary from those shown


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