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 | 24 |
Danish krone | Denmark | 15 |
Forint | Hungary | 20 |
Krona | Sweden | -3 |
Kuna | Croatia | -1 |
Lev | Bulgaria | 35 |
Pound sterling | United Kingdom | 24 |
Romanian leu | Romania | 5 |
Zloty | Poland | 17 |
Króna | Iceland | -6 |
Norwegian krone | Norway | 5 |
Swiss franc | Liechtenstein | -3 |
Swiss franc | Switzerland | -3 |
Australian dollar | Australia | 5 |
Canadian dollar | Canada | 10 |
Renminbi-yuan | China | 6 |
Hong Kong dollar | Hong Kong | 3 |
US dollar | United States | 52 |
Yen | Japan | 2 |