ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
Currency | National insurance market | Volatility adjustment (in bps) |
Euro | Austria | 18 |
Euro | Belgium | 18 |
Euro | Bulgaria | 18 |
Euro | Cyprus | 18 |
Euro | Croatia | 18 |
Euro | Estonia | 18 |
Euro | Finland | 18 |
Euro | France | 18 |
Euro | Germany | 18 |
Euro | Greece | 18 |
Euro | Ireland | 18 |
Euro | Italy | 18 |
Euro | Lithuania | 18 |
Euro | Latvia | 18 |
Euro | Luxembourg | 18 |
Euro | Malta | 18 |
Euro | Netherlands | 18 |
Euro | Portugal | 18 |
Euro | Slovakia | 18 |
Euro | Slovenia | 18 |
Euro | Spain | 18 |
Czech koruna | Czechia | 11 |
Danish krone | Denmark | 18 |
Forint | Hungary | 7 |
Krona | Sweden | –1 |
Pound sterling | United Kingdom | 27 |
Romanian leu | Romania | 9 |
Zloty | Poland | 10 |
Króna | Iceland | 38 |
Norwegian krone | Norway | 37 |
Swiss franc | Liechtenstein | –3 |
Swiss franc | Switzerland | –3 |
Australian dollar | Australia | 29 |
Canadian dollar | Canada | 13 |
Renminbi-yuan | China | –2 |
Hong Kong dollar | Hong Kong | 2 |
US dollar | United States | 39 |
Yen | Japan | 13 |