Research And Markets Research And Markets

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
  • C.L.E.A.R. PLC
  • Claris Ltd.
  • Eirles Two Ltd.
  • Iris SPV PLC
  • Ortelius Finance PLC
  • 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....

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 exposures for new and existing deals, and provides an understanding of how their analysts interpret key regulatory, political and environmental events and their economic impact.

Research Type: Commentary
Criteria articles describe the thought process and methodology Standard & Poor's analysts use in determining ratings. These commentary pieces discuss both the quantitative (economic and financial) and qualitative (business analysis and caliber of management) aspects of the analysis, as well as legal issues.

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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
- Rutland Rated Investments
- Elva Funding PLC
- 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.
- C.L.E.A.R. PLC
- Khamsin Credit Products (Netherlands) II B.V.
- 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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