ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 9 |
Euro | Belgium | 9 |
Euro | Cyprus | 9 |
Euro | Estonia | 9 |
Euro | Finland | 9 |
Euro | France | 9 |
Euro | Germany | 9 |
Euro | Greece | 9 |
Euro | Ireland | 9 |
Euro | Italy | 9 |
Euro | Latvia | 9 |
Euro | Lithuania | 9 |
Euro | Luxembourg | 9 |
Euro | Malta | 9 |
Euro | Netherlands | 9 |
Euro | Portugal | 9 |
Euro | Slovakia | 9 |
Euro | Slovenia | 9 |
Euro | Spain | 9 |
Czech koruna | Czech Republic | 12 |
Danish krone | Denmark | 5 |
Forint | Hungary | 3 |
Krona | Sweden | 9 |
Kuna | Croatia | – 1 |
Lev | Bulgaria | 2 |
Pound sterling | United Kingdom | 20 |
Romanian leu | Romania | 4 |
Zloty | Poland | 11 |
Króna | Iceland | – 1 |
Norwegian krone | Norway | 40 |
Swiss franc | Liechtenstein | 6 |
Swiss franc | Switzerland | 6 |
Australian dollar | Australia | 10 |
Canadian dollar | Canada | 31 |
US dollar | United States | 37 |
Yen | Japan | 1 |