ANNEX III
Volatility adjustment to the relevant risk-free interest rate term structure
|
Currency |
National insurance market |
Volatility adjustment (in bps) |
|
Euro |
Austria |
16 |
|
Euro |
Belgium |
16 |
|
Euro |
Croatia |
16 |
|
Euro |
Cyprus |
16 |
|
Euro |
Estonia |
16 |
|
Euro |
Finland |
16 |
|
Euro |
France |
16 |
|
Euro |
Germany |
16 |
|
Euro |
Greece |
16 |
|
Euro |
Ireland |
16 |
|
Euro |
Italy |
16 |
|
Euro |
Latvia |
16 |
|
Euro |
Lithuania |
16 |
|
Euro |
Luxembourg |
16 |
|
Euro |
Malta |
16 |
|
Euro |
Netherlands |
16 |
|
Euro |
Portugal |
16 |
|
Euro |
Slovakia |
16 |
|
Euro |
Slovenia |
16 |
|
Euro |
Spain |
16 |
|
Czech koruna |
Czechia |
12 |
|
Danish krone |
Denmark |
17 |
|
Forint |
Hungary |
7 |
|
Krona |
Sweden |
–4 |
|
Lev |
Bulgaria |
6 |
|
Pound sterling |
United Kingdom |
15 |
|
Romanian leu |
Romania |
1 |
|
Zloty |
Poland |
9 |
|
Króna |
Iceland |
42 |
|
Norwegian krone |
Norway |
24 |
|
Swiss franc |
Liechtenstein |
–3 |
|
Swiss franc |
Switzerland |
–3 |
|
Australian dollar |
Australia |
12 |
|
Canadian dollar |
Canada |
19 |
|
Renminbi-yuan |
China |
–2 |
|
Hong Kong dollar |
Hong Kong |
2 |
|
US dollar |
United States |
38 |
|
Yen |
Japan |
4 |
ELI: http://data.europa.eu/eli/reg_impl/2024/2147/oj
ISSN 1977-0677 (electronic edition)