Credit Rating Report

Penelope SPV S.r.l.: Rating Report

Nonperforming Loans

Summary

The Class A Notes are backed by a portfolio of Italian secured and unsecured nonperforming loans originated by Intesa Sanpaolo SpA. As of 31 August 2020, the Portfolio was valued at EUR 9.72 billion by gross book value.

Ratings

  • US = Lead Analyst based in USA
  • CA = Lead Analyst based in Canada
  • EU = Lead Analyst based in EU
  • UK = Lead Analyst based in UK
  • E = EU endorsed
  • U = UK endorsed
  • Unsolicited Participating With Access
  • Unsolicited Participating Without Access
  • Unsolicited Non-participating