ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 13 |
Euro | Belgium | 13 |
Euro | Cyprus | 13 |
Euro | Estonia | 13 |
Euro | Finland | 13 |
Euro | France | 13 |
Euro | Germany | 13 |
Euro | Greece | 13 |
Euro | Ireland | 13 |
Euro | Italy | 13 |
Euro | Latvia | 13 |
Euro | Lithuania | 13 |
Euro | Luxembourg | 13 |
Euro | Malta | 13 |
Euro | Netherlands | 13 |
Euro | Portugal | 13 |
Euro | Slovakia | 13 |
Euro | Slovenia | 13 |
Euro | Spain | 13 |
Czech koruna | Czech Republic | 8 |
Danish krone | Denmark | 31 |
Forint | Hungary | 3 |
Krona | Sweden | 5 |
Kuna | Croatia | 7 |
Lev | Bulgaria | – 9 |
Pound sterling | United Kingdom | 21 |
Romanian leu | Romania | 2 |
Zloty | Poland | 6 |
Króna | Iceland | 16 |
Norwegian krone | Norway | 30 |
Swiss franc | Liechtenstein | 0 |
Swiss franc | Switzerland | 0 |
Australian dollar | Australia | 10 |
Canadian dollar | Canada | 23 |
US dollar | United States | 33 |
Yen | Japan | 1 |