ANNEX III
VOLATILITY ADJUSTMENT TO THE RELEVANT RISK-FREE INTEREST RATE TERM STRUCTURE
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 4 |
Euro | Belgium | 4 |
Euro | Cyprus | 4 |
Euro | Estonia | 4 |
Euro | Finland | 4 |
Euro | France | 4 |
Euro | Germany | 4 |
Euro | Greece | 4 |
Euro | Ireland | 4 |
Euro | Italy | 4 |
Euro | Latvia | 4 |
Euro | Lithuania | 4 |
Euro | Luxembourg | 4 |
Euro | Malta | 4 |
Euro | Netherlands | 4 |
Euro | Portugal | 4 |
Euro | Slovakia | 4 |
Euro | Slovenia | 4 |
Euro | Spain | 4 |
Czech koruna | Czech Republic | 4 |
Danish krone | Denmark | 30 |
Forint | Hungary | 2 |
Krona | Sweden | 2 |
Kuna | Croatia | 4 |
Lev | Bulgaria | – 7 |
Pound sterling | United Kingdom | 18 |
Romanian leu | Romania | – 1 |
Zloty | Poland | 11 |
Króna | Iceland | 6 |
Norwegian krone | Norway | 15 |
Swiss franc | Liechtenstein | – 3 |
Swiss franc | Switzerland | – 3 |
Australian dollar | Australia | 11 |
Canadian dollar | Canada | 8 |
US dollar | United States | 28 |
Yen | Japan | 2 |