Fitch: Affirmations Lead Japanese SF Rating Actions in 2Q15
Of the affirmations, five were from three RMBS transactions, reflecting Fitch's view that available credit enhancement (CE) levels are sufficient to support the current ratings. The other two affirmations were from two ABCP programmes.
The upgrade was to a junior bond from a prime RMBS transaction. The rating action reflected growth in CE levels due to principal redemption of the senior classes and Fitch's expectation that asset performance will remain stable.
One SC note was downgraded, reflecting a downgrade of the underlying collateral issuer's Long-Term Issuer Default Rating.
The ratings of 10 tranches from four RMBS transactions were affirmed and simultaneously withdrawn, for commercial reasons. Of these 10, two had been upgraded and one affirmed earlier in the quarter.
Given the performance of the underlying assets, all Japanese SF and SC transactions have Stable Outlooks. Fitch expects asset, and in turn, rating performance to remain stable in Japanese SF transactions, supported by current macro-economic conditions.
Individual commentaries relating to specific rating actions can be found on Fitch's website at www.fitchratings.com.
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