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

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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.
