ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 17 |
Euro | Belgium | 17 |
Euro | Cyprus | 17 |
Euro | Estonia | 17 |
Euro | Finland | 17 |
Euro | France | 17 |
Euro | Germany | 17 |
Euro | Greece | 17 |
Euro | Ireland | 17 |
Euro | Italy | 17 |
Euro | Latvia | 17 |
Euro | Lithuania | 17 |
Euro | Luxembourg | 17 |
Euro | Malta | 17 |
Euro | Netherlands | 17 |
Euro | Portugal | 17 |
Euro | Slovakia | 17 |
Euro | Slovenia | 17 |
Euro | Spain | 17 |
Czech koruna | Czech Republic | 32 |
Danish krone | Denmark | 49 |
Forint | Hungary | 22 |
Krona | Sweden | 4 |
Kuna | Croatia | 2 |
Lev | Bulgaria | -4 |
Pound sterling | United Kingdom | 26 |
Romanian leu | Romania | 9 |
Zloty | Poland | 24 |
Króna | Iceland | 3 |
Norwegian krone | Norway | 23 |
Swiss franc | Liechtenstein | -3 |
Swiss franc | Switzerland | -3 |
Australian dollar | Australia | 13 |
Canadian dollar | Canada | 20 |
Renminbi-yuan | China | 11 |
Hong Kong dollar | Hong Kong | 5 |
US dollar | United States | 66 |
Yen | Japan | 2 |