Fitch Affirms Nifty Warehouse Trust No. 3 at 'AAAsf'
AUD500m Class A notes affirmed at 'AAAsf'; Outlook Stable.
The notes are issued by Perpetual Corporate Trust Limited in its capacity as trustee of Nifty Warehouse Trust No. 3.
KEY RATING DRIVERS
The
affirmation reflects Fitch's view that available credit enhancement
supports the notes at their current ratings, the agency's expectations
of Australia's economic conditions, and that the credit quality and
performance of the underlying loans have remained within the agency's
expectations.
The collateral pool is subject to excess concentration parameters and eligibility criteria to limit pool concentration of loan product and asset types, obligor and geographic exposure, and various asset characteristics.
Gross losses and net losses have tracked below Fitch's base case to date, and excess spread has been sufficient to cover all losses experienced by the trust.
RATING SENSITIVITIES
The
prospect of a downgrade is considered remote at present given the
expected performance of the pool and the adequate excess spread and
subordination.
A comparison of the transaction's representations, warranties and enforcement mechanisms (RW&Es) to those of typical RW&Es for this asset class is available by accessing the reports and/or links given under Related Research below.
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