ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 46 |
Euro | Belgium | 46 |
Euro | Cyprus | 46 |
Euro | Estonia | 46 |
Euro | Finland | 46 |
Euro | France | 46 |
Euro | Germany | 46 |
Euro | Greece | 46 |
Euro | Ireland | 46 |
Euro | Italy | 46 |
Euro | Latvia | 46 |
Euro | Lithuania | 46 |
Euro | Luxembourg | 46 |
Euro | Malta | 46 |
Euro | Netherlands | 46 |
Euro | Portugal | 46 |
Euro | Slovakia | 46 |
Euro | Slovenia | 46 |
Euro | Spain | 46 |
Czech koruna | Czech Republic | 37 |
Danish krone | Denmark | 54 |
Forint | Hungary | 12 |
Krona | Sweden | 36 |
Kuna | Croatia | 11 |
Lev | Bulgaria | 0 |
Pound sterling | United Kingdom | 50 |
Romanian leu | Romania | 13 |
Zloty | Poland | 24 |
Króna | Iceland | 31 |
Norwegian krone | Norway | 71 |
Swiss franc | Liechtenstein | 32 |
Swiss franc | Switzerland | 32 |
Australian dollar | Australia | 23 |
Canadian dollar | Canada | 51 |
Renminbi-yuan | China | 79 |
Hong Kong dollar | Hong Kong | 16 |
US dollar | United States | 100 |
Yen | Japan | 20 |