The following table provides the tranches, series, and synthetic rated overcollateralization (SROC) figures for the 14 European synthetic collateralized debt obligation (CDO) tranches affected by the February 2011 surveillance review. For the related press release, please see "Various Rating Actions Taken On European Synthetic CDO TranchesFebruary 2011," published March 2, 2011. Please click "view expanded table" to see the column: "ISIN". Various Rating Actions Taken On European Synthetic CDO TranchesFebruary 2011, March 2, 2011 S&P Takes CreditWatch Actions On European Synthetic CDOs After Running January 2011 Month-End SROC Figures, Feb. 14, 2011 EMEA Structured Finance CreditWatch Actions In Connection With Revised Counterparty Criteria, Jan. 18, 2011 Counterparty And Supporting Obligations Methodology And Assumptions, Dec. 6, 2010 Revised Methodologies And Assumptions...
Companies mentioned in this report are:
- Lunar Funding I Ltd.
- Eirles Two Ltd.
- Corsair Finance (Ireland) No. 6 Ltd.
- Saphir CDO (Ireland) PLC
- Curzon Funding Ltd.
- Aria CDO II
- Starling Finance PLC
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Research Type: Commentary
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