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

  • ID: 1752699
  • April 2009
  • Region: Europe
  • Standard & Poors
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  • Alexandria Capital PLC
  • CID Finance B.V.
  • Credit Default Swap
  • Elva Funding PLC
  • Rutland Rated Investments
  • STARTS (Ireland) PLC
  • 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....

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- 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
- 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
- Rutland Rated Investments
- Elva Funding PLC
- Trees S.A.
- 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
- C.L.E.A.R. PLC
- Khamsin Credit Products (Netherlands) II B.V.
- Claris III Ltd.
- Dorset Street Finance Ltd.
- Credit Default Swap
- Ortelius Finance PLC
- Deutsche Bank AG London and N.V. Slibverwerking Noord-Brabant

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