ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 7 |
Euro | Belgium | 7 |
Euro | Cyprus | 7 |
Euro | Estonia | 7 |
Euro | Finland | 7 |
Euro | France | 7 |
Euro | Germany | 7 |
Euro | Greece | 7 |
Euro | Ireland | 7 |
Euro | Italy | 7 |
Euro | Latvia | 7 |
Euro | Lithuania | 7 |
Euro | Luxembourg | 7 |
Euro | Malta | 7 |
Euro | Netherlands | 7 |
Euro | Portugal | 7 |
Euro | Slovakia | 7 |
Euro | Slovenia | 7 |
Euro | Spain | 7 |
Czech koruna | Czech Republic | 13 |
Danish krone | Denmark | 20 |
Forint | Hungary | 1 |
Krona | Sweden | 10 |
Kuna | Croatia | 0 |
Lev | Bulgaria | -2 |
Pound sterling | United Kingdom | 15 |
Romanian leu | Romania | 3 |
Zloty | Poland | 8 |
Króna | Iceland | -1 |
Norwegian krone | Norway | 40 |
Swiss franc | Liechtenstein | 5 |
Swiss franc | Switzerland | 5 |
Australian dollar | Australia | 8 |
Canadian dollar | Canada | 33 |
US dollar | United States | 29 |
Yen | Japan | 2 |