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PRESS RELEASE: Fitch Cuts CRC Breeze Finance



Fitch Ratings-London-05 June 2009: Fitch Ratings has today downgraded CRC Breeze Finance S.A.'s (Breeze 2) EUR283.2m class A notes (XS0253493349) to 'BB' from 'BBB' and EUR43.4m class B notes (XS0253496441) to 'B' from 'BB+'. The Outlook on class A is Negative, while that on class B is Stable. Breeze 2 is a Luxembourg SPV that issued three classes of notes in May 2006 for an amount of EUR470m to finance the acquisition and completion of a portfolio of wind farms located in Germany and France, as well as establishing various reserve accounts. The notes will be repaid from the cash flow generated by the sale of the energy produced by the wind farms, mainly under regulated tariffs.

The downgrades reflect Fitch's opinion that the energy production achievable by the wind farm portfolio is materially lower than that originally forecasted and that operating expenditures were significantly underestimated in the original budget.

Energy output during 2008 at 540.9 GWh was some 12.5% and 19.6% lower than the 10 year-P90 and P50 forecasts respectively. This was partly due to below-average wind conditions as well as lower-than-expected technical availability ( approximately 96%). Even after taking such factors into consideration, however, the portfolio's performance remains well below expectations (5.5% and 13% below the 10-year P90 and P50 estimates adjusted for actual wind conditions and availability).

Fitch has been informed that the very low wind conditions experienced in Germany during the first months of 2009 caused energy production to be some 42% below P50 as of end-April 2009. As a result, based on its current forecast, Breeze 2 expects that in order to make the full scheduled principal repayment on the class A bonds on the November 2009 payment date it will have to draw about 20% (some EUR2.4m) of the class A debt service reserve (DSR). At the same time it expects to draw the full amount of the class B DSR (EUR1.1m) and still end up with a EUR2.5m shortfall on the EUR3.6m class B payment amount (part of the interest payment and the full principal repayment), which will need to be deferred. Although Fitch views the 2009 wind conditions experienced as a one-off extreme stress to the transaction, the agency is of the opinion that the negative effects on Breeze 2's ability to service its debt are amplified by the original over-estimation of the portfolio's energy yield.

Cash flows available for debt service are further negatively impacted by higher-than-anticipated operational costs. At around EUR9.9m in 2008, these stood some 16% above budget as a result of the under-estimation of various expenses, portfolio management and advisory costs in particular. Fitch does not expect these costs will revert back to the original budgeted amount.

Various technical issues have been affecting the performance of a number of projects. The Korschenbroich wind farm has not been operating since September 2008 due to problems with the blades installed on its 5 Nordex S77 turbines. Replacement blades have already been installed and the approval allowing normal operation is expected soon from the local authority. Six Zollern & Dorstener gearboxes failed due to a serial defect and had to be substituted. Breeze 2 reports that all gearboxes are covered by a five-year warranty, but further failures and replacements are expected in the near term. Fitch notes that Breeze 2 was taking longer to find a solution for such problems compared to other wind farm transactions it rates. Fitch will continue to monitor the company's management of the projects' operations. Discussions with turbine manufacturer Vestas, are ongoing about the foundations of the 60 V80 and V90 turbines in the portfolio. Breeze 2 awaits the report of a court-appointed expert in relation to the legal proceedings on the Bedburg wind farm before deciding on the most adequate approach to reaching a solution on the technical problem.

Under Fitch base case operating conditions financial coverage for class A is expected to remain between 1.4x and 1.25x throughout the life of the debt. Further increases in operational costs or poor wind conditions, however, are likely to pose a significant risk to the borrower's ability to meet debt service payments without relying on the cash reserve. It should be noted that the replenishment of the DSRs (for both class A and B) is subordinated to debt service payments on the rated notes. Given the anticipated EUR2.4m drawing on the class A DSR in November 2009 and the simultaneous EUR2.5m shortfall in class B debt service payments, the class A reserve will be replenished only after the payment shortfall on the class B is fully met. This is expected to take, under normal operating conditions, approximately 12 months. The shortfall expected to affect the class A DSR is the reason for the Negative Outlook on the senior notes.

Financial coverage for the class B notes is thin (average debt service coverage ratio under the Fitch base case of 1.07x) and the timely payment of interest and scheduled principal appears to rely solely on favourable wind conditions, control of operational expenditures and active and professional management of the wind farms by the company. The rating, as well as the Outlook, on the class B notes reflects the bond's terms and conditions, in that any missed payment of interest and principal is deferred to the following payment date (or after the full repayment of class A bonds) - i.e. a monetary default does not translate into a contractual default. In Fitch's opinion it is unlikely that Breeze 2 will meet all the scheduled debt service payments on the class B notes in a timely manner and fully redeem such bonds on their expected final repayment date of May 2016. The following 10 years up to the class A maturity date, however, provide comfort about the borrower's ability to ultimately repay class B.

Contacts: Federico Gronda, London, Tel: +44 (0) 20 7682 7464; Dan Robertson: + 44 (0) 20 7682 7381.

Media Relations: Julian Dennison, London, Tel: +44 020 7682 7480, Email: julian.dennison@fitchratings.com.

Fitch's rating definitions and the terms of use of such ratings are available on the agency's public site, www.fitchratings.com. Published ratings, criteria and methodologies are available from this site, at all times. Fitch's code of conduct, confidentiality, conflicts of interest, affiliate firewall, compliance and other relevant policies and procedures are also available from the 'Code of Conduct' section of this site.


  (END) Dow Jones Newswires
  06-05-091149ET
  Copyright (c) 2009 Dow Jones & Company, Inc.

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