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

  • ID: 1752699
  • April 2009
  • Region: Europe
  • Standard & Poors


  • Alexandria Capital PLC
  • Baker Street Finance Ltd.
  • Cloverie PLC
  • ELM B.V.
  • Midgard CDO PLC
  • Saphir Finance 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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Research Type: Commentary
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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
- Landesbank Baden-Wuerttemberg
- Repackaged Offshore Collateralised Kredit (Rock) Two Ltd.
- Eirles Two Ltd.
- Eirles Four Ltd.
- Brooklands Euro Referenced Linked Notes 2002-1 Ltd.
- Argon Capital PLC
- Coriolanus Ltd.
- Corsair (Jersey) No. 2 Ltd.
- Brooklands ABS Euro Referenced Linked Notes 2002-2 Ltd.
- Sceptre Capital B.V.
- Xelo PLC
- Green Forest Securities Ltd.
- Saphir Finance PLC
- Momentum CDO (Europe) Ltd.
- Claris Ltd.
- Alexandria Capital PLC
- Thunderbird Investments PLC
- Edam Funding One Ltd.
- 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
- Chiswell Street Finance Ltd.
- Elva Funding PLC
- Aria CDO I
- Ryder Square Ltd.
- Asgard CDO PLC
- Trees S.A.
- Astir B.V.
- Corsair (Jersey) No. 4 Ltd.
- Corsair (Cayman Islands) No. 4 Ltd.
- Ocelot CDO I PLC
- ELM B.V.
- STARTS (Ireland) PLC
- Lunar Funding V PLC
- Prime Square CDO Ltd.
- Natixis Structured Products Ltd.
- Iris SPV PLC
- Rente Plus Co. Ltd.
- Omega Capital Investments PLC
- CID Finance B.V.
- Delta CDO PLC
- Atlas II CDO PLC
- Ashwell Rated S.A.
- Midgard CDO PLC
- 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
- Aphex Pacific Capital Ltd.
- Khamsin Credit Products (Netherlands) II B.V.
- Helix Capital (Jersey) Ltd.
- Eiffel CDO Ltd.
- IXIS Corporate & Investment Bank and BNP Paribas (London branch)
- Carneros III PLC
- Baker Street Finance Ltd.
- Claris III Ltd.
- London Wall 2006-1 Ltd.
- Dorset Street Finance Ltd.
- Selecta CDO Ltd.
- Metrix Securities PLC
- Titian CDO PLC
- Credit Default Swap
- Fermat Ltd.
- Heartland Funding PLC
- Cerigo Capital Ltd.
- 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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