European Synthetic CDO CreditWatch Actions After Running February 2009 Month-End SROC Figures Mar 09

  • ID: 1752670
  • March 2009
  • Region: Europe
  • Standard & Poors
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  • Alexandria Capital PLC
  • Aura (Ireland) CDO PLC
  • Claris IV Ltd.
  • Eirles Two Ltd.
  • Jupiter Finance Ltd.
  • Sceptre Capital B.V.
  • MORE

The following table provides the tranches, series, and synthetic rated overcollateralization (SROC) figures for the 295 European synthetic collateralized debt obligation (CDO) tranches affected after running the February 2009 month-end SROC figures. For the related media release, please see "S&P Puts Synthetic CDOs On CreditWatch After Running February 2009 Month-End SROC Figures," published on March 25, 2009....

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Research Type: Commentary
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- Jupiter Finance Ltd.
- Eirles Two Ltd.
- Argon Capital PLC
- Sceptre Capital B.V.
- Xelo PLC
- Claris Ltd.
- Alexandria Capital PLC
- Edam Funding One Ltd.
- Cloverie PLC
- Brooklands Euro Referenced Linked Notes 2004-1 Ltd.
- Rutland Rated Investments
- Elva Funding PLC
- Astir B.V.
- ELM B.V.
- STARTS (Ireland) PLC
- Lunar Funding V PLC
- Iris SPV PLC
- Omega Capital Investments PLC
- Ashwell Rated S.A.
- Brooklands Euro Referenced Linked Notes 2005-1 Ltd.
- Aura (Ireland) CDO PLC
- C.L.E.A.R. PLC
- Khamsin Credit Products (Netherlands) II B.V.
- Baker Street Finance Ltd.
- Claris III Ltd.
- Dorset Street Finance Ltd.
- Claris IV Ltd.
- Ortelius Finance PLC
- Deutsche Bank AG London and N.V. Slibverwerking Noord-Brabant
- Swedish Export Credit Corp.
- Societe Generale
- SGA Societe Generale Acceptance N.V.
- IXIS Corporate & Investment Bank

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