Wednesday, September 14, 2016

Fitch Affirms AXA Bank Europe SCF's OF at 'AAA'; Outlook Stable

(The following statement was released by the rating agency)

PARIS, September 14 (Fitch) Fitch Ratings has affirmed AXA Bank

Europe SCF's

EUR4.15bn obligations foncieres (OF, French legislative covered

bonds) at 'AAA'.

The Outlook is Stable.

KEY RATING DRIVERS

The breakeven overcollateralisation (OC) for the 'AAA' rating of

the OF is

unchanged at 5%. This is driven by an asset disposal loss

component of 7.3%,

which reflects maturity mismatches between the assets and the

liabilities and

the h

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