ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 19 |
Euro | Belgium | 19 |
Euro | Cyprus | 19 |
Euro | Estonia | 19 |
Euro | Finland | 19 |
Euro | France | 19 |
Euro | Germany | 19 |
Euro | Greece | 19 |
Euro | Ireland | 19 |
Euro | Italy | 19 |
Euro | Latvia | 19 |
Euro | Lithuania | 19 |
Euro | Luxembourg | 19 |
Euro | Malta | 19 |
Euro | Netherlands | 19 |
Euro | Portugal | 19 |
Euro | Slovakia | 19 |
Euro | Slovenia | 19 |
Euro | Spain | 19 |
Czech koruna | Czech Republic | 13 |
Danish krone | Denmark | 31 |
Forint | Hungary | 5 |
Krona | Sweden | 17 |
Kuna | Croatia | 6 |
Lev | Bulgaria | 11 |
Pound sterling | United Kingdom | 27 |
Romanian leu | Romania | 6 |
Zloty | Poland | 9 |
Króna | Iceland | 14 |
Norwegian krone | Norway | 36 |
Swiss franc | Liechtenstein | 15 |
Swiss franc | Switzerland | 15 |
Australian dollar | Australia | 10 |
Canadian dollar | Canada | 29 |
Renminbi-yuan | China | 54 |
Hong Kong dollar | Hong Kong | 8 |
US dollar | United States | 53 |
Yen | Japan | 12 |