| Constitution date |
12.07.2005 |
| Early Liquidation |
07.29.2022 |
| Securitised assets |
Residential mortgage loans (MCs) |
| Originator |
Banco de Valencia |
| Bond Issue |
|
| Total issue amount |
950,000,000 EUR |
| Issue date |
12.12.2005 |
| Rating agencies |
Fitch |
|
Moody´s |
| Lead Manager |
Bancaja |
|
Deutsche Bank |
| Bond Underwriters and Placement Agents |
Bancaja |
|
Deutsche Bank |
|
Dexia |
|
Fortis Bank |
| Bond Paying Agent |
Société Générale |
| Series A |
|
| Issue amount |
909,500,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.14% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aa1 (sf) |
| Series B |
|
| Issue amount |
21,200,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.32% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Baa1 (sf) |
| Series C |
|
| Issue amount |
9,400,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.55% |
| Rating Fitch |
A+sf |
| Rating Moody´s |
Ba2 (sf) |
| Series D |
|
| Issue amount |
9,900,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+3.50% |
| Rating Fitch |
CCCsf |
| Rating Moody´s |
C (sf) |
| Treasury Account |
Barclays |
| Financial Swap |
Caixabank |
| Financial Structuring |
Bancaja |
| Legal Adviser |
J&A Garrigues |
| Securitised Assets Auditor |
Deloitte |
| Fund Auditor |
KPMG Auditores |
