ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 24 |
Euro | Belgium | 24 |
Euro | Cyprus | 24 |
Euro | Estonia | 24 |
Euro | Finland | 24 |
Euro | France | 24 |
Euro | Germany | 24 |
Euro | Greece | 24 |
Euro | Ireland | 24 |
Euro | Italy | 24 |
Euro | Latvia | 24 |
Euro | Lithuania | 24 |
Euro | Luxembourg | 24 |
Euro | Malta | 24 |
Euro | Netherlands | 24 |
Euro | Portugal | 24 |
Euro | Slovakia | 24 |
Euro | Slovenia | 24 |
Euro | Spain | 24 |
Czech koruna | Czech Republic | 17 |
Danish krone | Denmark | 45 |
Forint | Hungary | 5 |
Krona | Sweden | 12 |
Kuna | Croatia | 12 |
Lev | Bulgaria | – 2 |
Pound sterling | United Kingdom | 27 |
Romanian leu | Romania | 5 |
Zloty | Poland | 9 |
Króna | Iceland | 28 |
Norwegian krone | Norway | 42 |
Swiss franc | Liechtenstein | 4 |
Swiss franc | Switzerland | 4 |
Australian dollar | Australia | 13 |
Canadian dollar | Canada | 27 |
US dollar | United States | 56 |
Yen | Japan | 3 |