ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 25 |
Euro | Belgium | 25 |
Euro | Cyprus | 25 |
Euro | Estonia | 25 |
Euro | Finland | 25 |
Euro | France | 25 |
Euro | Germany | 25 |
Euro | Greece | 25 |
Euro | Ireland | 25 |
Euro | Italy | 25 |
Euro | Latvia | 25 |
Euro | Lithuania | 25 |
Euro | Luxembourg | 25 |
Euro | Malta | 25 |
Euro | Netherlands | 25 |
Euro | Portugal | 25 |
Euro | Slovakia | 25 |
Euro | Slovenia | 25 |
Euro | Spain | 25 |
Czech koruna | Czech Republic | 32 |
Danish krone | Denmark | 33 |
Forint | Hungary | 18 |
Krona | Sweden | 19 |
Kuna | Croatia | 5 |
Lev | Bulgaria | -0 |
Pound sterling | United Kingdom | 26 |
Romanian leu | Romania | 13 |
Zloty | Poland | 32 |
Króna | Iceland | 12 |
Norwegian krone | Norway | 52 |
Swiss franc | Liechtenstein | -2 |
Swiss franc | Switzerland | -2 |
Australian dollar | Australia | 35 |
Canadian dollar | Canada | 54 |
Renminbi-yuan | China | 28 |
Hong Kong dollar | Hong Kong | 8 |
US dollar | United States | 61 |
Yen | Japan | 6 |