ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
46 |
|
Euro |
Belgium |
46 |
|
Euro |
Cyprus |
46 |
|
Euro |
Estonia |
46 |
|
Euro |
Finland |
46 |
|
Euro |
France |
46 |
|
Euro |
Germany |
46 |
|
Euro |
Greece |
46 |
|
Euro |
Ireland |
46 |
|
Euro |
Italy |
46 |
|
Euro |
Latvia |
46 |
|
Euro |
Lithuania |
46 |
|
Euro |
Luxembourg |
46 |
|
Euro |
Malta |
46 |
|
Euro |
Netherlands |
46 |
|
Euro |
Portugal |
46 |
|
Euro |
Slovakia |
46 |
|
Euro |
Slovenia |
46 |
|
Euro |
Spain |
46 |
|
Czech koruna |
Czech Republic |
37 |
|
Danish krone |
Denmark |
54 |
|
Forint |
Hungary |
12 |
|
Krona |
Sweden |
36 |
|
Kuna |
Croatia |
11 |
|
Lev |
Bulgaria |
0 |
|
Pound sterling |
United Kingdom |
50 |
|
Romanian leu |
Romania |
13 |
|
Zloty |
Poland |
24 |
|
Króna |
Iceland |
31 |
|
Norwegian krone |
Norway |
71 |
|
Swiss franc |
Liechtenstein |
32 |
|
Swiss franc |
Switzerland |
32 |
|
Australian dollar |
Australia |
23 |
|
Canadian dollar |
Canada |
51 |
|
Renminbi-yuan |
China |
79 |
|
Hong Kong dollar |
Hong Kong |
16 |
|
US dollar |
United States |
100 |
|
Yen |
Japan |
20 |