ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 3 |
Euro | Belgium | 3 |
Euro | Cyprus | 3 |
Euro | Estonia | 3 |
Euro | Finland | 3 |
Euro | France | 3 |
Euro | Germany | 3 |
Euro | Greece | 3 |
Euro | Ireland | 3 |
Euro | Italy | 3 |
Euro | Latvia | 3 |
Euro | Lithuania | 3 |
Euro | Luxembourg | 3 |
Euro | Malta | 3 |
Euro | Netherlands | 3 |
Euro | Portugal | 3 |
Euro | Slovakia | 3 |
Euro | Slovenia | 3 |
Euro | Spain | 3 |
Czech koruna | Czech Republic | 14 |
Danish krone | Denmark | 55 |
Forint | Hungary | 4 |
Krona | Sweden | 10 |
Kuna | Croatia | 0 |
Lev | Bulgaria | -7 |
Pound sterling | United Kingdom | 5 |
Romanian leu | Romania | 1 |
Zloty | Poland | 5 |
Króna | Iceland | -6 |
Norwegian krone | Norway | 33 |
Swiss franc | Liechtenstein | 8 |
Swiss franc | Switzerland | 8 |
Australian dollar | Australia | 8 |
Canadian dollar | Canada | 38 |
Renminbi-yuan | China | 36 |
Hong Kong dollar | Hong Kong | 2 |
US dollar | United States | 23 |
Yen | Japan | 6 |