Fitch: Australian and New Zealand SF Ratings Stable; Mostly Affirmations in 1Q15
Asset performance remained steady, reflecting strong economic performance. Housing markets in Australia and New Zealand remained robust, contributing to the stability of prime RMBS ratings. Australian interest rates have been low since September 2013 which has helped to reduce volatility in mortgage performance, boosted by a further rate reduction in February 2015. Australia's economy is performing well. Unemployment in Australia stood at 6.3% in February 2015 and Fitch expects it to remain stable over the year
Australian prime RMBS ratings accounted for most of the affirmations (151), followed by Australian auto ABS (27) Australian non-conforming RMBS (24), small balance CMBS (7) and ABCP (1). There were seven affirmations of New Zealand prime RMBS during 1Q15. In addition to being affirmed on 18 February 2015, the Class A2-R notes from RESIMAC Triomphe Trust - RESIMAC Premier Series 2013-1 were confirmed on 10 March 2015, following the issuance of AUD238m of notes and the redemption of the outstanding Class A2-B notes at their maturity.
During the quarter, there were also nine upgrades. Classes C and D of the Illawarra Series 2007-1 CMBS Trust were upgraded due to sequential amortisation and the increased level of subordination. The upgrade of the Class B notes from Medallion Trust Series 2012-1, Medallion Trust Series 2013-2, and Medallion Trust Series 2014-1 also reflected the build-up of credit enhancement sufficient to achieve higher ratings. The upgrades on four tranches in the Series 2012-1E REDS EHP Trust reflected; the fact that losses have been substantially lower than Fitch's stressed assumptions; an increase in available CE due to sequential pay down of the notes; and the stable credit quality and performance of the pool.
The 84 transactions reviewed during the quarter made up approximately 43% of Fitch's 193 publicly rated Australian and New Zealand SF transactions outstanding at end-4Q14.
The Outlooks on most SF ratings in Australia and New Zealand remain Stable with the exception of three Positive Outlooks assigned to three Australian prime RMBS tranches (PUMA Masterfund P-16, PUMA Masterfund S-10 and PUMA Masterfund S-13).
Individual rating action commentaries relating to specific rating actions can be found on Fitch's website at www.fitchratings.com.
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