Fitch Updates Criteria for Rating Private Student Loan ABS
Primary changes include:
--Seasoning credit for pools with less than two years of performance: Credit for seasoning will now be considered for pools with two years or less of repayment performance if the data provided is considered adequate.
--Rating tolerance for surveillance: To avoid unnecessary rating volatility resulting from modest changes in credit performance that are not expected to change the overall credit profile or be sustained, Fitch now employs a rating tolerance in its surveillance analysis. In cases where the loss coverage analysis indicates the credit risk differs from the current rating, the tolerance allows for a one-category buffer. As a result, Fitch typically will not change a rating as long as the analysis indicates the credit risk is within one full rating category of the current rating.
There is no material impact to existing ratings from these changes.
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