ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 18 |
Euro | Belgium | 18 |
Euro | Cyprus | 18 |
Euro | Estonia | 18 |
Euro | Finland | 18 |
Euro | France | 18 |
Euro | Germany | 18 |
Euro | Greece | 66 |
Euro | Ireland | 18 |
Euro | Italy | 18 |
Euro | Latvia | 18 |
Euro | Lithuania | 18 |
Euro | Luxembourg | 18 |
Euro | Malta | 18 |
Euro | Netherlands | 18 |
Euro | Portugal | 18 |
Euro | Slovakia | 18 |
Euro | Slovenia | 18 |
Euro | Spain | 18 |
Czech koruna | Czech Republic | 8 |
Danish krone | Denmark | 59 |
Forint | Hungary | 19 |
Krona | Sweden | 3 |
Kuna | Croatia | 11 |
Lev | Bulgaria | 40 |
Pound sterling | United Kingdom | 36 |
Romanian leu | Romania | 3 |
Zloty | Poland | 7 |
Króna | Iceland | 11 |
Norwegian krone | Norway | 16 |
Swiss franc | Liechtenstein | 5 |
Swiss franc | Switzerland | 5 |
Australian dollar | Australia | 10 |
Canadian dollar | Canada | 6 |
US dollar | United States | 68 |
Yen | Japan | 3 |