Fitch Affirms SLC Private Student Loan Trust, Series 2006-A
KEY RATING DRIVERS
Collateral Quality: The trust collateral consists of approximately \\$728 million of private student loans originated under Citibank's CitiAssist private student loan program and underwritten to specific guidelines. Projected remaining gross defaults are expected to be in the range of 7-11% of the current collateral balance. The trust benefits from third party insurance provided by New Hampshire Insurance Company for approximately 58% of the portfolio and Royal & Sun Alliance USA for 36% of the portfolio. Recovery is estimated to be 40-85% in different rating stress scenarios as Fitch differentiates between the credit given to insurance coverage based on the insurer's financial strength.
Credit Enhancement: CE is provided by overcollateralization (the excess of the trust's asset balance over the bond balance), and excess spread. As of the most recent distribution report, total parity is 103.21%. The senior notes also benefit from subordination provided by the lower class notes.
Liquidity support: Liquidity support is provided by a debt service reserve fund of \\$7,636,889.
Servicing Capabilities: SLC / Discover Bank is the master servicer and administrator of the trust, and the subservicer, Discover Products Inc. is a wholly owned subsidiary of Discover Bank. Fitch believes the servicing operation of Discover Products Inc. to be acceptable at this time.
RATING SENSITIVITIES
As Fitch's base case default proxy is derived primarily from historical collateral performance, actual performance may differ from the expected performance, resulting in higher loss levels than the base case. This will result in a decline in CE and remaining loss coverage levels available to the bonds and may make certain bond ratings susceptible to potential negative rating actions, depending on the extent of the decline in coverage. Fitch will continue to monitor the performance of the trust.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
Fitch has affirmed the following ratings:
SLC Private Student Loan Trust 2006-A:
--Class A-5 at 'AAAsf'; Outlook Stable;
--Class B at 'AAsf'; Outlook Stable.
--Class C at 'Asf'; Outlook Stable.
Комментарии