BNP Paribas, London Branch - Bifrost 4 Credit Rating

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Date	Document Type	Title	Source
24 Feb 2010	Rating Action	Moody's withdraws CSO ratings of EUR 10.8 billion in CDS of BNP Paribas	Moody's Investors Service
23 Feb 2009	Rating Action	Moody's lowers ratings of 169 notes issued by 50 Corporate Synthetic CDO transactions	Moody's Investors Service
23 Apr 2008	Rating Action	Moody's takes rating action on various classes related to Bifrost- BNP Paribas London Branch	Moody's Investors Service
04 Jan 2008	Rating Action	Moody's places under review for possible downgrade one Bifrost Series 4 credit default swap	Moody's Investors Service
13 Jun 2006	Rating Action	MOODY'S DOWNGRADES TWO BNP PARIBAS BIFROST STATIC SYNTHETIC CDO	Moody's Investors Service
06 May 2005	Rating Action	MOODY'S UPGRADES THE RATING ON SEVERAL CLASSES OF BIFROST SERIES 4 CREDIT DEFAULT SWAPS.	Moody's Investors Service
18 Nov 2003	Rating Action	MOODY'S LOWERS THE RATING ON SEVERAL CLASSES OF BIFROST SERIES 4, BIFROST SERIES 6, BIFROST SERIES 7, BIFROST LEGOLAS 2 & BIFROST LEGOLAS 3 CREDIT DEFAULT SWAPS.	Moody's Investors Service
02 Apr 2003	New Issue Report	Bifrost Investments Limited Series 4	Moody's Investors Service
31 Mar 2003	Rating Action	MOODY'S ASSIGNS RATINGS TO BNP PARIBAS BIFROST 4, BIFRSOT 5, BIFROST 6, BIFROST 7, BIFROST LEGOLAS 1, BIFROST LEGOLAS 2 AND BIFROST LEGOLAS 3 CREDIT DEFAULT SWAPS	Moody's Investors Service

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