Fitch: Stable Outlook for APAC Structured Finance in 2016
OREANDA-NEWS. Fitch Ratings expects stable ratings and asset-sector performance for structured finance (SF) transactions in Asia-Pacific (APAC) throughout 2016.
The long-term ratings on APAC SF transactions are likely to remain unchanged, a largely similar picture to that of the last two years, says Fitch in a new report published today. Four Outlooks were Positive at end-3Q15, and three tranches on Rating Watch Negative.
Most APAC SF portfolios are backed by assets in Australia, where the economic fundamentals are likely to remain strong through 2016. Fitch currently expects unemployment to remain relatively stable, averaging 6.1% through the year, and for no movement in interest rates. Transaction structures remain robust, and strong repayment rates and the sequential pay-down of notes will typically lead to rising credit enhancement (CE) for rated notes.
Fitch believes that Australian residential property price growth will slow in 2016, although no rating action is anticipated as a result of this. Dwellings in the eight capital cities had risen by 7.7% yoy as of October 2015, according to Corelogic/RP Data, driven mainly by a 15.6% yoy increase in Sydney and 12.8% in Melbourne. In rating RMBS and covered bonds, the agency applies market value declines ranging from 30% to 56.6%, depending on the stress scenario for properties in Sydney.
Outlooks on asset sectors are stable elsewhere in APAC, based on favourable economies - which supports the stable ratings outlooks. In particular, Fitch expects that neither the slowdown in car sales in China (which is likely to materialise in 2016) nor the Volkswagen emissions scandal, will affect rated transactions.
Our outlooks on ratings or asset performance would only really change with a significant deterioration in local APAC markets. We expect asset performance to remain strong if interest rates were to rise just gradually, from their current low levels.
Комментарии