Fitch: Falling Used Car Values Will Not Dent U.S. Auto ABS Performance
Higher volumes of trade-ins and off-lease used vehicle returns have led to a rising inventory while increased new car production and sales are diverting some used car demand. Fitch expects the shift in the supply and demand balance to lead to deterioration in prices throughout 2015 and 2016. This rising supply could lead to other stresses like increased incentives that may further put a strain used vehicle values. As to its effect on auto ABS performance, Senior Director Brad Sohl says there will be virtually none.
'Despite expected wholesale market deterioration, auto loan ABS losses are still at or near historic lows,' said Sohl. 'Auto lease securitizations are also still exhibiting residual gains on the whole, though it is worth noting that certain platforms are seeing more substantial softening.'
Fitch subjected its rated auto ABS deals to numerous scenarios to gauge when collateral and rating performance would be affected. Under the moderate scenario (an approximate 20% haircut to recoveries) Fitch anticipates no rating deterioration. Only in a severe stress scenario (an unlikely 50% reduction) would there be a discernible ratings impact. Fitch would expect one- to two-notch downgrades on the most subordinate tranches of subprime auto ABS, while downgrades would still be unlikely for virtually all prime auto ABS. 'The expected rating stability of auto ABS to these adverse scenarios is testimony to Fitch's focus on rating through market cyclicality,' said Sohl.
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