ANNEX III
VOLATILITY ADJUSTMENT TO THE RELEVANT RISK-FREE INTEREST RATE TERM STRUCTURE
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
4 |
|
Euro |
Belgium |
4 |
|
Euro |
Cyprus |
4 |
|
Euro |
Estonia |
4 |
|
Euro |
Finland |
4 |
|
Euro |
France |
4 |
|
Euro |
Germany |
4 |
|
Euro |
Greece |
4 |
|
Euro |
Ireland |
4 |
|
Euro |
Italy |
4 |
|
Euro |
Latvia |
4 |
|
Euro |
Lithuania |
4 |
|
Euro |
Luxembourg |
4 |
|
Euro |
Malta |
4 |
|
Euro |
Netherlands |
4 |
|
Euro |
Portugal |
4 |
|
Euro |
Slovakia |
4 |
|
Euro |
Slovenia |
4 |
|
Euro |
Spain |
4 |
|
Czech koruna |
Czech Republic |
4 |
|
Danish krone |
Denmark |
30 |
|
Forint |
Hungary |
2 |
|
Krona |
Sweden |
2 |
|
Kuna |
Croatia |
4 |
|
Lev |
Bulgaria |
– 7 |
|
Pound sterling |
United Kingdom |
18 |
|
Romanian leu |
Romania |
– 1 |
|
Zloty |
Poland |
11 |
|
Króna |
Iceland |
6 |
|
Norwegian krone |
Norway |
15 |
|
Swiss franc |
Liechtenstein |
– 3 |
|
Swiss franc |
Switzerland |
– 3 |
|
Australian dollar |
Australia |
11 |
|
Canadian dollar |
Canada |
8 |
|
US dollar |
United States |
28 |
|
Yen |
Japan |
2 |