I have not heard of such a requirement. I worked for a QS company and all of our Internal Auditors were trained by our consultant. Knowledge is power and job security, maybe another $$$$$$ scheme.
Our registrar's opinion was to send at least one auditor for TS16949 Internal Auditor Training, (at least 3 days) and that person could train the other internal auditors.
That's what we have done, and it has worked out well.
To my knowledge, there is no such requirement. I worked for several registrars prior to my current position, and neither enforsed such a rule. The standard itself states "The supplier shall comply with customer requirements for internal system and process auditor qualification". (TS 2000)
The new FD for TS 2002 states "The organization shall have internal auditors who are qualified to audit the requirements of this Technical Specification" and then references the Training segment which only speaks of ensuring that you have a process for identifying training needs, (Competence is mentioned...), and tasks are assigned based on education, training, skills or experience. There is no formal requirement for a AIAG class or any other for that matter (Thank goodness )
My suggestion would be to consider sending someone to a class if you are uncomfortable with the standard. But sending all your auditors would be a big (and perhaps not so value added) expense for the company.
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"Only two things are infinite, the universe and human stupidity, and I'm not sure about the former."
-Albert Einstein