ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 11 |
Euro | Belgium | 11 |
Euro | Cyprus | 11 |
Euro | Estonia | 11 |
Euro | Finland | 11 |
Euro | France | 11 |
Euro | Germany | 11 |
Euro | Greece | 11 |
Euro | Ireland | 11 |
Euro | Italy | 11 |
Euro | Latvia | 11 |
Euro | Lithuania | 11 |
Euro | Luxembourg | 11 |
Euro | Malta | 11 |
Euro | Netherlands | 11 |
Euro | Portugal | 11 |
Euro | Slovakia | 11 |
Euro | Slovenia | 11 |
Euro | Spain | 11 |
Czech koruna | Czech Republic | 14 |
Danish krone | Denmark | 7 |
Forint | Hungary | 2 |
Krona | Sweden | 11 |
Kuna | Croatia | 1 |
Lev | Bulgaria | 5 |
Pound sterling | United Kingdom | 20 |
Romanian leu | Romania | 3 |
Zloty | Poland | 11 |
Króna | Iceland | 1 |
Norwegian krone | Norway | 45 |
Swiss franc | Liechtenstein | 10 |
Swiss franc | Switzerland | 10 |
Australian dollar | Australia | 11 |
Canadian dollar | Canada | 37 |
US dollar | United States | 42 |
Yen | Japan | 2 |