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Annex III Volatility adjustment to the relevant risk-free interest rate term structure

United Kingdom

Original text. Later amendments are not shown.

CurrencyNational insurance marketVolatility adjustment (in bps)
EuroAustria13
EuroBelgium13
EuroCyprus13
EuroEstonia13
EuroFinland13
EuroFrance13
EuroGermany13
EuroGreece13
EuroIreland13
EuroItaly13
EuroLatvia13
EuroLithuania13
EuroLuxembourg13
EuroMalta13
EuroNetherlands13
EuroPortugal13
EuroSlovakia13
EuroSlovenia13
EuroSpain13
Czech korunaCzech Republic8
Danish kroneDenmark31
ForintHungary3
KronaSweden5
KunaCroatia7
LevBulgaria– 9
Pound sterlingUnited Kingdom21
Romanian leuRomania2
ZlotyPoland6
KrónaIceland16
Norwegian kroneNorway30
Swiss francLiechtenstein0
Swiss francSwitzerland0
Australian dollarAustralia10
Canadian dollarCanada23
US dollarUnited States33
YenJapan1