ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 22 |
Euro | Belgium | 22 |
Euro | Cyprus | 22 |
Euro | Estonia | 22 |
Euro | Finland | 22 |
Euro | France | 22 |
Euro | Germany | 22 |
Euro | Greece | 67 |
Euro | Ireland | 22 |
Euro | Italy | 22 |
Euro | Latvia | 22 |
Euro | Lithuania | 22 |
Euro | Luxembourg | 22 |
Euro | Malta | 22 |
Euro | Netherlands | 22 |
Euro | Portugal | 22 |
Euro | Slovakia | 22 |
Euro | Slovenia | 22 |
Euro | Spain | 22 |
Czech koruna | Czech Republic | 7 |
Danish krone | Denmark | 62 |
Forint | Hungary | 19 |
Krona | Sweden | 4 |
Kuna | Croatia | 11 |
Lev | Bulgaria | 33 |
Pound sterling | United Kingdom | 37 |
Romanian leu | Romania | 2 |
Zloty | Poland | 7 |
Króna | Iceland | 11 |
Norwegian krone | Norway | 16 |
Swiss franc | Liechtenstein | 8 |
Swiss franc | Switzerland | 8 |
Australian dollar | Australia | 14 |
Canadian dollar | Canada | 7 |
US dollar | United States | 78 |
Yen | Japan | 3 |