S&P: American Credit Acceptance Receivables Trust 2016-3 $230.196 Million Notes Assigned Ratings
The note issuance is an asset-backed securities transaction backed by subprime auto loan receivables.
The ratings are based on information as of Aug. 4, 2016.
The ratings reflect: The availability of approximately 57.6%, 48.6%, 40.5%, and 35.4% of credit support for the class A, B, C, and D notes, respectively, based on break-even stressed cash flow scenarios (including excess spread), which provide coverage of more than 2.15x, 1.75x, 1.40x, and 1.25x our 25.75%-26.75% expected net loss range for the class A, B, C, and D notes, respectively. The timely interest and principal payments made to the rated notes by the assumed legal final maturity dates under our stressed cash flow modeling scenarios that we believe are appropriate for the assigned ratings. The expectation that under a moderate ('BBB') stress scenario, the ratings on the class A and B notes would remain within one rating category of our 'AA (sf)' and 'A (sf)' ratings, and the ratings on the class C and D notes would remain within two rating categories of our 'BBB (sf)' and 'BB (sf)' ratings. These potential rating movements are consistent with our credit stability criteria, which outline the outer bound of credit deterioration equal to a one-rating category downgrade within the first year for 'AA' rated securities and a two-rating category downgrade within the first year for 'A' through 'BB' rated securities under moderate stress conditions (see "Methodology: Credit Stability Criteria," published May 3, 2010).The collateral characteristics of the subprime automobile loans securitized in this transaction. The backup servicing arrangement with Wells Fargo Bank N. A.The transaction's payment and credit enhancement structures, which include performance triggers. The transaction's legal structure.
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