European Synthetic CDO Rating Actions At February 2011 Mar 11

Standard & Poors, March 2011

Abstract
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 Tranches-February 2011," published March 2, 2011. Please click "view expanded table" to see the column: "ISIN". Various Rating Actions Taken On European Synthetic CDO Tranches-February 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

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.

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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