European Synthetic CDO CreditWatch Actions After Running April 2011 Month-End SROC Figures May 11

Standard & Poors, May 2011

Abstract
The following table provides the tranches, series, and synthetic rated overcollateralization (SROC) figures for the six European synthetic collateralized debt obligation (CDO) tranches affected after running the April 2011 month-end SROC figures. For the related media release, please see "S&P Takes CreditWatch Actions On European Synthetic CDOs After Running April 2011 Month-End SROC Figures," published on May 16, 2011. Please click "View Expanded Table" to see the column: "ISIN". S&P Takes CreditWatch Actions On European Synthetic CDOs After Running April 2011 Month-End SROC Figures, May 16, 2011 Counterparty And Supporting Obligations Methodology And Assumptions, Dec. 6, 2010 Revised Methodologies And Assumptions For Global Synthetic CDO Surveillance, Sept. 30, 2010 CDO Spotlight: What Is A Synthetic CDO?, April 30, 2010 Update...

Companies mentioned in this report are: UBS AG (London Branch),Xelo PLC,Claris Ltd.,Brooklands Euro Referenced Linked Notes 2004-1 Ltd.,Corsair (Jersey) No. 4 Ltd.,Credit Default Swap

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.

UBS AG (London Branch),Xelo PLC,Claris Ltd.,Brooklands Euro Referenced Linked Notes 2004-1 Ltd.,Corsair (Jersey) No. 4 Ltd.,Credit Default Swap

Customers who bought this item also bought

• Federal Regional Directory
• Unmanned Aircraft Market Shares, Strategies, and Forecasts, Worldwide, 2011 to 2017
• Homeland Security and Commercial Unmanned Aircraft Systems (UAS) Market Shares, Strategies, and Forecasts, Worldwide, 2011 to 2017
• U.S. DoD Radar Markets
• Commercial And Military Flight Simulation - Global Strategic Business Report
• South Africa Defence and Security Report Q4 2011
• Serbia Defence and Security Report 2012
• The Survey of Medical School Faculty: Level of Satisfaction with the Medical Library
• Military Synthetic Training and Simulation Markets in Europe
• South Africa Defence and Security Report Q3 2012