ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 10 |
Euro | Belgium | 10 |
Euro | Cyprus | 10 |
Euro | Estonia | 10 |
Euro | Finland | 10 |
Euro | France | 10 |
Euro | Germany | 10 |
Euro | Greece | 10 |
Euro | Ireland | 10 |
Euro | Italy | 10 |
Euro | Latvia | 10 |
Euro | Lithuania | 10 |
Euro | Luxembourg | 10 |
Euro | Malta | 10 |
Euro | Netherlands | 10 |
Euro | Portugal | 10 |
Euro | Slovakia | 10 |
Euro | Slovenia | 10 |
Euro | Spain | 10 |
Czech koruna | Czech Republic | 6 |
Danish krone | Denmark | 34 |
Forint | Hungary | 4 |
Krona | Sweden | 4 |
Kuna | Croatia | 8 |
Lev | Bulgaria | – 4 |
Pound sterling | United Kingdom | 21 |
Romanian leu | Romania | 4 |
Zloty | Poland | 7 |
Króna | Iceland | 18 |
Norwegian krone | Norway | 29 |
Swiss franc | Liechtenstein | 0 |
Swiss franc | Switzerland | 0 |
Australian dollar | Australia | 11 |
Canadian dollar | Canada | 22 |
US dollar | United States | 38 |
Yen | Japan | 1 |