ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 21 |
Euro | Belgium | 21 |
Euro | Croatia | 21 |
Euro | Cyprus | 21 |
Euro | Estonia | 21 |
Euro | Finland | 21 |
Euro | France | 21 |
Euro | Germany | 21 |
Euro | Greece | 21 |
Euro | Ireland | 21 |
Euro | Italy | 21 |
Euro | Latvia | 21 |
Euro | Lithuania | 21 |
Euro | Luxembourg | 21 |
Euro | Malta | 21 |
Euro | Netherlands | 21 |
Euro | Portugal | 21 |
Euro | Slovakia | 21 |
Euro | Slovenia | 21 |
Euro | Spain | 21 |
Czech koruna | Czech Republic | 16 |
Danish krone | Denmark | 19 |
Forint | Hungary | 7 |
Krona | Sweden | 0 |
Lev | Bulgaria | 18 |
Pound sterling | United Kingdom | 17 |
Romanian leu | Romania | 3 |
Zloty | Poland | 12 |
Króna | Iceland | 47 |
Norwegian krone | Norway | 34 |
Swiss franc | Liechtenstein | –3 |
Swiss franc | Switzerland | –3 |
Australian dollar | Australia | 19 |
Canadian dollar | Canada | 21 |
Renminbi-yuan | China | 8 |
Hong Kong dollar | Hong Kong | 2 |
US dollar | United States | 40 |
Yen | Japan | 5 |