Thursday, December 26, 2013

RAM Ratings reaffirms AAA rating of Cagamas MBS’s CMBS 2004-1, with stable outlook




Published on 24 December 2013

RAM Ratings has reaffirmed the AAA/Stable rating of Cagamas MBS Berhad’s RM1,555 million residential mortgage-backed securities (the Bonds), i.e. Series 4 of CMBS 2004-1. The rating reflects the full collateralisation of the Bonds.

As at 28 February 2013, the transaction was fully collateralised by cash and had sufficient cash reserves (including permitted investments) to promptly meet coupons payments as well as the ultimate redemption of the Bonds by their maturity, i.e. 20 October 2014. Based on our cashflow assessment, the RM409.95 million of available cash in Collection Account 2004-1 (including permitted investments) will be able to cover the RM345 million of outstanding Bonds and approximately RM19 million of coupon obligations throughout their remaining tenure under an ”AAA” stress scenario. This is reflected in the Bonds’ overcollateralisation level of 135.81%, which commensurates with an AAA rating.

Cagamas MBS is a limited-purpose entity incorporated on 8 June 2004, specifically for the purpose of purchasing government staff housing loans (GSHLs) and government staff Islamic financing schemes from the Government of Malaysia, and to issue securities to fund such purchases. CMBS 2004-1 represents the first issuance by Cagamas MBS and is secured by a static portfolio of GSHLs that are serviced via monthly deductions from the pensions of retired public-sector employees. All sums collected from the monthly deductions on pension payments are remitted on a quarterly basis to Collections Account 2004-1.



Media contact
Tan Han Nee
(603) 7628 1023




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