ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 14 |
Euro | Belgium | 14 |
Euro | Cyprus | 14 |
Euro | Estonia | 14 |
Euro | Finland | 14 |
Euro | France | 14 |
Euro | Germany | 14 |
Euro | Greece | 14 |
Euro | Ireland | 14 |
Euro | Italy | 14 |
Euro | Latvia | 14 |
Euro | Lithuania | 14 |
Euro | Luxembourg | 14 |
Euro | Malta | 14 |
Euro | Netherlands | 14 |
Euro | Portugal | 14 |
Euro | Slovakia | 14 |
Euro | Slovenia | 14 |
Euro | Spain | 14 |
Czech koruna | Czech Republic | 12 |
Danish krone | Denmark | 15 |
Forint | Hungary | 3 |
Krona | Sweden | 8 |
Kuna | Croatia | 1 |
Lev | Bulgaria | – 2 |
Pound sterling | United Kingdom | 20 |
Romanian leu | Romania | 3 |
Zloty | Poland | 11 |
Króna | Iceland | 1 |
Norwegian krone | Norway | 37 |
Swiss franc | Liechtenstein | 4 |
Swiss franc | Switzerland | 4 |
Australian dollar | Australia | 10 |
Canadian dollar | Canada | 30 |
US dollar | United States | 42 |
Yen | Japan | 1 |