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The high risk assessment for liquidity gap and systemic risk reflects the agency's view of the liquidity gap mitigants. The liquidity mitigants are in the form of a three-month interest reserve fund, the 12 month extension period on the issued soft bullet bonds, and the pre-maturity test for the issued hard bullet bonds. The pre-maturity test drives the risk assessment as it allows for a mandatory six month asset sale period prior to a scheduled hard bullet covered bond maturity, post issuer default. Whereas Fitch has assessed the time required to sell cover pool assets in New Zealand to be 12 months in a stressed market scenario.
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