ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
17 |
|
Euro |
Belgium |
17 |
|
Euro |
Croatia |
17 |
|
Euro |
Cyprus |
17 |
|
Euro |
Estonia |
17 |
|
Euro |
Finland |
17 |
|
Euro |
France |
17 |
|
Euro |
Germany |
17 |
|
Euro |
Greece |
17 |
|
Euro |
Ireland |
17 |
|
Euro |
Italy |
17 |
|
Euro |
Latvia |
17 |
|
Euro |
Lithuania |
17 |
|
Euro |
Luxembourg |
17 |
|
Euro |
Malta |
17 |
|
Euro |
Netherlands |
17 |
|
Euro |
Portugal |
17 |
|
Euro |
Slovakia |
17 |
|
Euro |
Slovenia |
17 |
|
Euro |
Spain |
17 |
|
Czech koruna |
Czech Republic |
10 |
|
Danish krone |
Denmark |
20 |
|
Forint |
Hungary |
7 |
|
Krona |
Sweden |
0 |
|
Lev |
Bulgaria |
15 |
|
Pound sterling |
United Kingdom |
12 |
|
Romanian leu |
Romania |
1 |
|
Zloty |
Poland |
9 |
|
Króna |
Iceland |
43 |
|
Norwegian krone |
Norway |
28 |
|
Swiss franc |
Liechtenstein |
– 3 |
|
Swiss franc |
Switzerland |
– 3 |
|
Australian dollar |
Australia |
9 |
|
Canadian dollar |
Canada |
26 |
|
Renminbi-yuan |
China |
1 |
|
Hong Kong dollar |
Hong Kong |
3 |
|
US dollar |
United States |
35 |
|
Yen |
Japan |
– 2 |
ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj
ISSN 1977-0677 (electronic edition)