Fitch Takes Various Actions on SLC Student Loan Trust 2006-1
OREANDA-NEWS. Fitch Ratings has taken the following rating actions on SLC Student Loan Trust 2006-1:
SLC Student Loan Trust 2006-1:
--Class A-4 affirmed at 'AAAsf'; Outlook Stable;
--Class A-5 'AAAsf'; Rating Watch Negative maintained;
--Class A-6 'AAAsf' Rating Watch Negative maintained;
--Class B affirmed at 'Asf'; Outlook Stable.
KEY RATING DRIVERS
Maturity Risk: The Rating Watch Negative action is based on the heightened risk of the class A-5 and class A-6 notes missing their legal final maturities of March 15, 2027 and Dec. 15, 2038, respectively, which would result in an event of default. In an event of such technical default, Fitch would expect ultimate repayment of full principal and interest after the legal final. The magnitude of the rating action could vary depending on remaining time to maturity, recent payment trends, issuer actions such as loan purchases, or other external factors. Absent any issuer actions, structural or other mitigants, it is possible that 'AAA' ratings could be downgraded one to two rating categories. Fitch expects to complete its review and resolve the Rating Watch status over the next three to six months.
Collateral Quality: The trust collateral consists of 100% of Federal Family Education Loan Program (FFELP) loans. The credit quality of the trust collateral is high, in Fitch's opinion, based on the guarantees provided by the transaction's eligible guarantors and reinsurance provided by the U.S. Department of Education (ED) for at least 97% of principal and accrued interest.
Credit Enhancement: CE is provided by excess spread. The senior notes also benefit from subordination provided by the class B note. As of the December 2015 distribution, total parity is at the excess release level of 100% and senior parity is 104.95%. The trust is currently releasing excess cash.
Adequate Liquidity Support: Liquidity support is provided by a reserve account sized at $3,312,780.
Acceptable Servicing Capabilities: Navient Solutions LLC. (Navient), as servicer, is responsible for servicing the loans in the trust. Fitch believes Navient is an acceptable servicer of FFELP student loans.
On Nov. 18, 2015, Fitch released its exposure draft which delineates revisions it plans to make to the 'Rating U.S. Federal Family Education Loan Program Student Loan ABS Criteria', dated June 23, 2014. Fitch has reviewed this transaction under both the existing and proposed criteria.
RATING SENSITIVITIES
Since the FFELP student loan ABS relies on the U.S. government to reimburse defaults, 'AAAsf' FFELP ABS ratings will likely move in tandem with the 'AAA' U.S. sovereign rating. Aside from the U.S. sovereign rating, defaults, basis risk, and loan extension risk account for the majority of the risk embedded in FFELP student loan transactions. Additional defaults, basis shock beyond Fitch's published stresses, lower than expected payment speed, and other factors could result in future downgrades. Likewise, a buildup of CE driven by positive excess spread given favorable basis factor conditions could lead to future upgrades.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
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