London, 13 September 2013 -- Moody's announced today that the change of the swap counterparty from Unicredit S.p.A. (Baa2/P-2) to Credit Suisse International (A1/P-1) and the proposed action to modify the swap agreement so that the first swap rating trigger is set at loss of Baa1 and second swap rating trigger at loss Baa3 would not, in and of itself and as of this time, result in the downgrade or withdrawal of the notes issued by Cordusio RMBS Securitisation S.r.l. and Cordusio RMBS - UCFin S.r.l.

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