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 | 10 |
Danish krone | Denmark | 21 |
Forint | Hungary | 2 |
Krona | Sweden | 13 |
Kuna | Croatia | 2 |
Lev | Bulgaria | 5 |
Pound sterling | United Kingdom | 11 |
Romanian leu | Romania | 1 |
Zloty | Poland | 4 |
Króna | Iceland | 1 |
Norwegian krone | Norway | 30 |
Swiss franc | Liechtenstein | 9 |
Swiss franc | Switzerland | 9 |
Australian dollar | Australia | 6 |
Canadian dollar | Canada | 22 |
Renminbi-yuan | China | 47 |
Hong Kong dollar | Hong Kong | 5 |
US dollar | United States | 27 |
Yen | Japan | 9 |