European Synthetic CDO CreditWatch Actions After Running March 2009 Month-End SROC Figures Apr 09

  • ID: 1752699
  • April 2009
  • Region: Europe
  • Standard & Poors
1 of 3


  • Alexandria Capital PLC
  • Aura (Ireland) CDO PLC
  • Claris III Ltd.
  • Edam Funding One Ltd.
  • Iris SPV PLC
  • Rutland Rated Investments
  • MORE

The following table provides the tranches, series, and synthetic rated overcollateralization (SROC) figures for the 481 European synthetic collateralized debt obligation (CDO) tranches affected after running the March 2009 month-end SROC figures. For the related media release, please see "S&P Takes CreditWatch Actions On Synthetic CDOs After Running March 2009 Month-End SROC Figures," published on April 9, 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.

Note: Product cover images may vary from those shown
2 of 3

- Swedish Export Credit Corp.
- Toronto-Dominion Bank
- The Royal Bank of Scotland N.V.
- Societe Generale
- SGA Societe Generale Acceptance N.V.
- IXIS Corporate & Investment Bank
- Landesbank Baden-Wuerttemberg
- Repackaged Offshore Collateralised Kredit (Rock) Two Ltd.
- Eirles Two Ltd.
- Argon Capital PLC
- Sceptre Capital B.V.
- Xelo PLC
- Momentum CDO (Europe) Ltd.
- 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
- Trees S.A.
- Astir B.V.
- Corsair (Jersey) No. 4 Ltd.
- ELM B.V.
- STARTS (Ireland) PLC
- Lunar Funding V PLC
- Natixis Structured Products Ltd.
- Iris SPV PLC
- Omega Capital Investments PLC
- CID Finance B.V.
- Ashwell Rated S.A.
- Brooklands Euro Referenced Linked Notes 2005-1 Ltd.
- Starling Finance PLC
- Aura (Ireland) CDO PLC
- Modjeska Canyon S.A.
- C.L.E.A.R. PLC
- Khamsin Credit Products (Netherlands) II B.V.
- Baker Street Finance Ltd.
- Claris III Ltd.
- Dorset Street Finance Ltd.
- Titian CDO PLC
- Credit Default Swap
- Ortelius Finance PLC
- Deutsche Bank AG London and N.V. Slibverwerking Noord-Brabant

Note: Product cover images may vary from those shown
3 of 3
Note: Product cover images may vary from those shown


  • Quick Help: This Credit Rating Report will be emailed to you.


If you have a more general question about our products please try our



Our Clients

  • Fluidigm Corporation
  • Apple, Inc.
  • CEVA Santé Animale
  • Abbott Laboratories Ltd.
  • Merck Group
  • Allergan Inc.
  • Pfizer, Inc.