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Commission Implementing Regulation (EU) 2017/309 of 23 February 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2016 until 30 March 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of insurance and reinsuranceText with EEA relevance

Type Implementing Regulation
Publication 2017-02-28
State In force
Text As published
Department European Commission
Source EUR-Lex
articles 2

This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.

Reform history JSON API
Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 84 98 105 129 252 348 3 039
2 81 96 102 126 249 351 2 296
3 78 94 102 129 241 365 1 752
4 75 92 103 130 236 365 1 365
5 73 91 103 128 233 357 1 088
6 72 91 103 129 230 344 886
7 71 91 102 128 227 329 735
8 68 89 100 128 224 318 619
9 66 87 100 129 222 315 527
10 64 86 99 129 220 313 454
11 63 85 98 128 218 312 395
12 61 83 96 126 217 310 346
13 59 81 94 125 215 308 308
14 58 79 93 123 213 307 307
15 56 78 91 122 212 305 305
16 55 77 90 120 210 304 304
17 54 76 89 119 209 303 303
18 53 75 88 118 208 302 302
19 52 74 87 117 207 301 301
20 51 73 86 116 207 300 300
21 50 72 85 116 206 299 299
22 49 71 84 115 205 298 298
23 48 70 83 114 204 297 297
24 47 69 82 113 203 296 296
25 46 68 81 112 202 295 295
26 45 67 80 111 201 294 294
27 44 66 79 110 200 293 293
28 43 65 83 109 199 292 292
29 42 64 85 108 198 291 291
30 41 63 88 107 197 290 290

3.10   Zloty

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 56 71 77 101 224 320 3 064
2 54 69 76 99 223 354 2 317
3 52 68 77 103 215 368 1 767
4 51 68 78 105 212 367 1 375
5 50 67 80 105 209 358 1 094
6 49 68 80 106 207 345 891
7 49 69 80 106 205 329 738
8 47 68 80 107 204 312 620
9 46 67 79 109 202 295 529
10 45 67 80 109 201 294 455
11 44 66 79 109 200 293 395
12 43 65 78 109 199 292 346
13 42 64 77 108 198 291 305
14 42 63 77 107 197 291 291
15 41 63 76 106 197 290 290
16 40 62 75 105 195 289 289
17 39 61 74 105 195 288 288
18 39 60 74 104 194 287 287
19 38 60 73 103 193 287 287
20 38 60 73 103 193 287 287
21 38 59 73 103 193 286 286
22 37 59 72 103 193 286 286
23 37 58 72 102 192 285 285
24 36 58 71 101 192 285 285
25 35 57 74 101 191 284 284
26 35 56 77 100 190 284 284
27 34 56 79 99 190 283 283
28 33 55 83 99 189 282 282
29 33 54 85 98 188 282 282
30 32 54 88 97 188 281 281

3.11   Norwegian krone

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 26 40 47 71 194 314 3 041
2 26 41 47 71 194 350 2 290
3 24 40 49 75 188 362 1 741
4 23 40 51 78 184 361 1 352
5 24 41 54 79 183 352 1 074
6 24 43 55 81 182 338 873
7 25 45 56 82 182 322 722
8 24 45 57 84 181 305 607
9 24 45 58 87 180 288 517
10 24 45 58 88 179 273 445
11 23 45 58 88 179 272 387
12 22 44 57 88 178 271 339
13 21 43 56 87 177 270 298
14 21 42 56 86 176 269 269
15 20 42 55 85 175 269 269
16 19 41 54 84 174 268 268
17 18 40 53 84 174 267 267
18 18 40 53 83 173 267 267
19 17 39 56 83 173 266 266
20 18 39 58 83 173 266 266
21 18 39 61 83 173 266 266
22 18 39 64 83 173 266 266
23 17 39 67 83 173 266 266
24 17 39 69 83 173 266 266
25 17 39 73 82 172 266 266
26 17 39 75 82 172 266 266
27 17 38 78 85 172 265 265
28 16 38 81 87 172 265 265
29 16 38 84 90 171 265 265
30 16 38 87 92 171 265 265

3.12   Swiss franc

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 0 3 25 148 305 2 953
2 0 1 6 26 149 340 2 220
3 1 2 10 31 143 352 1 687
4 1 3 13 35 141 351 1 310
5 2 4 16 37 141 342 1 041
6 2 5 19 40 141 329 846
7 3 6 22 42 141 313 701
8 3 7 25 45 141 297 589
9 4 8 27 48 141 280 502
10 4 9 30 50 141 263 432
11 5 11 33 52 142 248 376
12 5 11 36 51 141 234 329
13 5 12 38 52 142 235 290
14 6 13 41 52 142 235 257
15 7 14 44 54 140 234 234
16 7 16 47 56 139 233 233
17 7 16 48 59 139 233 233
18 8 17 51 62 139 233 233
19 8 18 54 64 140 233 233
20 9 19 57 67 141 234 234
21 9 20 60 69 141 234 234
22 9 20 62 71 141 235 235
23 10 22 65 73 141 235 235
24 10 23 67 75 141 235 235
25 11 23 70 78 142 235 235
26 11 25 72 80 143 234 234
27 12 25 76 82 145 234 234
28 12 26 78 84 146 234 234
29 12 27 81 87 147 234 234
30 13 28 84 89 148 234 234

3.13   Australian dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 42 57 64 87 210 318 3 085
2 42 57 64 87 210 355 2 323
3 41 57 65 92 204 367 1 767
4 40 57 68 95 201 366 1 373
5 40 58 70 95 200 357 1 091
6 40 59 71 97 199 343 886
7 41 61 72 98 197 327 734
8 40 60 72 100 196 310 617
9 39 60 73 102 195 292 525
10 39 60 74 103 194 288 452
11 38 60 73 103 193 287 393
12 37 59 72 102 193 286 344
13 36 58 71 102 192 285 303
14 36 57 71 101 191 285 285
15 35 57 70 100 191 284 284
16 34 56 69 99 189 283 283
17 33 55 68 99 189 282 282
18 33 55 68 98 188 282 282
19 32 54 67 98 188 281 281
20 32 54 67 98 188 281 281
21 32 54 67 97 188 281 281
22 32 53 67 97 187 281 281
23 31 53 68 97 187 280 280
24 31 52 70 96 186 280 280
25 30 52 73 96 186 279 279
26 30 51 75 95 185 278 278
27 29 51 79 94 184 278 278
28 28 50 81 94 184 277 277
29 28 50 85 93 183 277 277
30 27 49 87 93 183 276 276

3.14   Baht

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 9 24 30 54 177 315 3 059
2 13 28 35 58 181 352 2 304
3 16 32 40 67 179 365 1 754
4 19 35 46 73 179 364 1 363
5 21 39 51 76 181 355 1 084
6 20 39 51 77 178 341 881
7 26 46 57 83 183 326 730
8 25 45 57 85 181 308 613
9 26 47 60 89 182 291 522
10 28 50 63 92 184 277 450
11 29 51 64 94 185 278 391
12 30 52 65 95 186 279 342
13 31 52 66 96 186 279 301
14 31 53 66 96 187 280 280
15 31 53 66 97 187 280 280
16 31 52 66 96 186 279 279
17 31 52 66 96 186 279 279
18 30 51 65 95 185 279 279
19 29 51 64 95 185 278 278
20 29 51 64 95 185 278 278
21 29 51 64 95 185 278 278
22 29 51 65 94 185 278 278
23 29 50 68 94 184 278 278
24 28 50 70 94 184 277 277
25 28 50 73 93 183 277 277
26 27 49 75 93 183 276 276
27 27 49 79 92 182 276 276
28 26 48 81 92 182 275 275
29 26 48 85 91 181 275 275
30 25 47 87 92 181 274 274

3.15   Canadian dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 8 22 29 53 176 312 3 029
2 9 24 30 54 177 349 2 280
3 10 25 34 60 173 361 1 734
4 10 27 38 65 171 360 1 347
5 11 29 41 67 171 351 1 071
6 13 32 44 70 171 337 870
7 15 35 46 72 171 321 720
8 15 35 47 75 171 304 605
9 15 37 49 78 171 287 516
10 16 38 51 80 172 271 444
11 16 38 51 81 172 265 386
12 17 38 52 82 172 265 338
13 17 38 52 82 172 266 298
14 17 39 52 82 172 266 266
15 17 39 52 82 172 266 266
16 17 38 52 82 172 265 265
17 17 38 52 82 172 266 266
18 17 38 53 82 172 265 265
19 17 38 56 82 172 265 265
20 17 39 58 82 172 266 266
21 17 39 61 82 172 266 266
22 17 39 64 82 172 266 266
23 17 38 66 82 172 265 265
24 16 38 69 82 172 265 265
25 16 38 72 81 171 265 265
26 16 37 75 82 171 264 264
27 15 37 78 85 171 264 264
28 15 37 80 86 170 264 264
29 15 36 83 89 170 263 263
30 14 36 86 91 170 263 263

3.16   Chilean peso

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 44 59 66 89 213 322 3 130
2 47 62 69 92 216 359 2 353
3 50 65 74 100 213 371 1 790
4 51 67 78 105 211 371 1 391
5 52 70 82 107 212 362 1 107
6 54 73 85 111 212 348 900
7 55 75 86 113 212 332 745
8 55 75 87 115 211 315 627
9 55 76 89 118 211 304 534
10 55 77 90 120 211 304 460
11 55 77 90 120 210 304 399
12 54 76 89 120 210 303 349
13 53 75 88 119 209 302 308
14 52 74 88 118 208 301 301
15 52 73 87 117 207 300 300
16 51 72 86 116 206 300 300
17 50 72 85 115 205 299 299
18 49 71 84 114 205 298 298
19 48 70 83 114 204 297 297
20 48 69 83 113 203 297 297
21 47 69 82 112 202 296 296
22 46 68 81 111 202 295 295
23 45 67 80 111 201 294 294
24 44 66 79 110 200 293 293
25 43 65 78 109 199 292 292
26 43 64 78 108 198 291 291
27 42 63 80 107 197 290 290
28 41 62 83 106 196 290 290
29 40 62 86 105 195 289 289
30 39 61 88 104 194 288 288

3.17   Colombian peso

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 75 90 97 120 243 339 3 274
2 79 94 101 124 248 374 2 465
3 79 95 103 130 242 388 1 878
4 78 95 106 132 239 387 1 459
5 81 99 111 136 240 377 1 158
6 83 102 114 140 241 363 941
7 85 105 116 142 241 346 778
8 86 106 118 146 242 336 654
9 87 108 120 149 243 336 557
10 87 109 122 152 243 336 480
11 87 109 122 152 242 336 417
12 86 108 121 151 241 335 364
13 85 106 120 150 240 333 333
14 83 105 118 148 239 332 332
15 82 103 117 147 237 330 330
16 80 102 115 146 236 329 329
17 79 100 114 144 234 328 328
18 77 99 112 143 233 326 326
19 76 98 111 141 231 325 325
20 75 96 110 140 230 324 324
21 73 95 108 139 229 322 322
22 72 94 107 137 227 321 321
23 70 92 105 136 226 319 319
24 69 90 104 134 224 318 318
25 67 89 102 133 223 316 316
26 66 87 101 131 221 314 314
27 64 86 99 129 220 313 313
28 63 84 98 128 218 311 311
29 61 83 96 126 217 310 310
30 60 81 95 125 215 308 308

3.18   Hong Kong dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 1 15 22 46 169 315 3 054
2 4 19 25 49 172 352 2 303
3 6 22 30 57 169 365 1 755
4 8 25 35 62 169 364 1 364
5 10 28 40 66 170 355 1 085
6 13 32 43 70 171 342 881
7 15 35 46 72 171 325 729
8 15 35 47 75 171 308 613
9 15 37 49 78 171 291 522
10 16 37 51 80 172 274 449
11 16 38 51 81 172 265 390
12 16 38 51 81 171 265 341
13 15 37 50 81 171 264 301
14 14 36 50 80 170 263 266
15 14 36 49 79 169 263 263
16 13 35 48 78 168 262 262
17 12 34 51 78 168 261 261
18 12 34 53 77 167 261 261
19 12 33 56 77 167 261 261
20 12 34 59 77 167 261 261
21 12 34 61 77 168 261 261
22 12 34 64 77 168 261 261
23 12 34 68 77 168 261 261
24 12 34 70 79 167 261 261
25 12 34 73 81 167 261 261
26 12 33 75 84 167 261 261
27 12 33 79 85 167 260 260
28 12 33 81 88 167 260 260
29 13 33 84 90 167 260 260
30 13 33 87 92 167 260 260

3.19   Indian rupee

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 86 101 108 131 255 350 3 290
2 87 101 108 132 255 376 2 477
3 86 101 110 136 249 389 1 884
4 86 102 113 140 246 388 1 462
5 86 104 116 141 246 378 1 161
6 87 106 118 144 245 363 942
7 88 108 119 145 244 346 779
8 88 108 120 148 244 337 655
9 87 108 121 150 243 337 557
10 86 108 121 150 242 335 479
11 84 106 119 149 240 333 416
12 82 104 117 148 238 331 364
13 80 102 115 146 236 329 329
14 79 100 114 144 234 327 327
15 77 98 112 142 232 325 325
16 74 96 110 140 230 323 323
17 73 95 108 138 228 322 322
18 71 93 106 137 227 320 320
19 70 92 105 135 225 319 319
20 69 91 104 134 224 318 318
21 68 90 103 133 223 317 317
22 67 89 102 132 222 316 316
23 66 87 101 131 221 315 315
24 65 86 100 130 220 313 313
25 63 85 98 129 219 312 312
26 62 84 97 128 218 311 311
27 61 83 96 127 217 310 310
28 60 82 95 126 216 309 309
29 59 81 94 125 215 308 308
30 58 80 93 124 214 307 307

3.20   Mexican peso

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 351 365 372 396 519 615 3 339
2 70 85 92 115 239 382 2 520
3 73 88 97 124 236 396 1 919
4 76 92 103 130 236 395 1 491
5 78 96 108 133 238 385 1 184
6 80 99 111 137 238 370 961
7 82 102 113 140 239 353 795
8 83 104 116 143 240 334 668
9 84 105 118 147 240 333 569
10 84 106 119 149 240 333 490
11 84 106 119 149 240 333 425
12 84 106 119 150 240 333 372
13 85 106 120 150 240 333 333
14 85 107 120 151 241 334 334
15 86 108 121 151 241 335 335
16 87 109 122 152 242 336 336
17 88 110 123 153 244 337 337
18 89 111 124 155 245 338 338
19 90 112 125 155 246 339 339
20 91 113 126 156 246 340 340
21 91 113 126 156 247 340 340
22 91 113 126 156 246 340 340
23 90 112 125 156 246 339 339
24 90 111 125 155 245 339 339
25 89 111 124 154 244 338 338
26 88 109 123 153 243 337 337
27 87 108 122 152 242 335 335
28 85 107 120 151 241 334 334
29 84 106 119 149 239 333 333
30 83 104 118 148 238 332 332

3.21   New Taiwan dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 4 10 34 157 311 3 016
2 0 4 10 34 157 347 2 269
3 1 4 13 39 151 359 1 725
4 1 4 15 42 148 358 1 339
5 2 5 18 43 147 349 1 064
6 2 7 19 45 146 335 865
7 3 9 22 47 146 319 715
8 3 9 25 49 145 302 601
9 4 9 28 51 144 285 512
10 4 10 30 52 144 268 441
11 5 11 33 53 144 252 383
12 5 11 36 53 143 237 335
13 5 13 39 53 144 237 296
14 6 13 42 54 144 237 262
15 7 14 44 55 144 237 237
16 7 16 47 57 144 237 237
17 8 16 50 60 144 238 238
18 8 17 53 63 145 238 238
19 8 19 56 65 145 239 239
20 9 19 58 68 146 239 239
21 9 20 61 70 147 240 240
22 10 22 64 72 148 241 241
23 10 22 66 75 148 242 242
24 10 23 69 77 149 242 242
25 11 25 72 79 149 243 243
26 11 25 75 82 150 243 243
27 12 26 78 85 150 243 243
28 12 27 80 87 150 244 244
29 13 28 83 89 152 244 244
30 13 29 86 91 152 244 244

3.22   New Zealand dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 48 63 70 94 217 318 3 087
2 49 64 71 94 218 355 2 329
3 49 64 73 99 212 369 1 774
4 48 64 75 102 208 368 1 379
5 48 66 78 103 207 359 1 097
6 49 68 80 106 207 345 891
7 49 69 80 106 205 329 738
8 48 69 81 108 205 312 620
9 48 69 82 111 204 297 528
10 47 68 82 111 203 296 455
11 45 67 80 111 201 294 395
12 44 65 79 109 199 293 346
13 42 64 77 107 198 291 305
14 40 62 76 106 196 289 289
15 39 61 74 104 194 288 288
16 37 59 72 103 193 286 286
17 36 58 71 101 191 285 285
18 35 56 70 100 190 284 284
19 34 55 69 99 189 283 283
20 33 55 68 98 189 282 282
21 33 54 68 98 188 281 281
22 32 54 67 97 187 281 281
23 31 53 68 97 187 280 280
24 30 52 71 96 186 279 279
25 30 52 74 95 185 279 279
26 29 51 77 94 185 278 278
27 28 50 79 94 184 277 277
28 28 49 83 93 183 277 277
29 27 49 85 92 183 276 276
30 26 48 88 94 182 275 275

3.23   Rand

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 109 123 130 154 277 372 3 357
2 110 124 131 155 278 383 2 530
3 111 126 135 161 274 397 1 925
4 111 128 139 166 272 396 1 495
5 112 130 142 168 272 386 1 188
6 114 133 145 171 272 371 965
7 115 135 146 172 271 364 799
8 114 134 146 174 270 364 672
9 113 134 147 176 269 362 572
10 112 134 147 177 268 361 492
11 111 133 146 176 266 360 428
12 109 131 144 174 264 358 374
13 107 129 142 172 262 356 356
14 104 126 139 170 260 353 353
15 102 124 137 167 258 351 351
16 99 121 134 165 255 348 348
17 97 119 132 162 252 346 346
18 95 116 130 160 250 344 344
19 93 114 128 158 248 341 341
20 91 113 126 156 246 340 340
21 89 111 124 155 245 338 338
22 87 109 122 153 243 336 336
23 86 107 121 151 241 334 334
24 84 106 119 149 239 333 333
25 82 104 117 147 237 331 331
26 80 102 115 146 236 329 329
27 79 100 114 144 234 327 327
28 77 99 112 142 232 326 326
29 75 97 110 141 231 324 324
30 74 96 109 139 229 323 323

3.24   Real

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 169 184 191 214 337 433 3 526
2 178 193 200 224 347 442 2 645
3 182 197 206 232 345 441 2 014
4 183 199 210 237 343 437 1 537
5 183 201 213 238 343 436 1 224
6 183 202 214 240 341 435 995
7 183 203 214 240 340 433 822
8 181 202 214 241 338 431 691
9 180 202 214 243 336 430 588
10 179 201 214 244 335 428 506
11 177 199 212 243 333 426 439
12 175 197 210 240 330 424 424
13 172 194 207 237 327 421 421
14 169 190 204 234 324 418 418
15 165 187 200 231 321 414 414
16 162 184 197 228 318 411 411
17 159 181 194 224 314 408 408
18 156 177 191 221 311 405 405
19 153 174 188 218 308 401 401
20 149 171 185 215 305 398 398
21 146 168 181 212 302 395 395
22 143 165 178 209 299 392 392
23 140 162 175 205 295 389 389
24 137 159 172 202 292 386 386
25 134 155 169 199 289 383 383
26 131 152 166 196 286 379 379
27 128 149 163 193 283 376 376
28 125 147 160 190 280 374 374
29 122 144 157 187 277 371 371
30 119 141 154 185 275 368 368

3.25   Renminbi-yuan

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 21 35 42 66 189 323 3 144
2 22 36 43 67 190 361 2 367
3 21 37 46 72 184 374 1 801
4 21 38 49 75 182 372 1 399
5 21 39 52 77 181 363 1 111
6 22 41 53 79 180 349 903
7 23 43 54 80 180 333 748
8 22 43 54 82 178 316 629
9 21 43 55 84 178 298 536
10 21 43 56 86 177 281 461
11 21 42 56 86 176 269 401
12 20 42 55 85 175 269 351
13 19 41 54 85 175 268 309
14 19 41 54 84 174 268 273
15 19 40 54 84 174 268 268
16 19 40 54 84 174 267 267
17 18 40 53 84 174 267 267
18 18 40 54 84 174 267 267
19 19 40 57 84 174 267 267
20 19 41 60 84 174 268 268
21 19 41 63 84 174 268 268
22 19 41 66 84 174 268 268
23 19 41 69 84 174 268 268
24 19 40 72 84 174 267 267
25 18 40 74 84 174 267 267
26 18 40 77 84 174 267 267
27 18 40 80 87 173 267 267
28 18 39 83 90 173 267 267
29 17 39 86 92 173 266 266
30 17 39 88 94 173 266 266

3.26   Ringgit

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 17 31 38 62 185 325 3 158
2 18 33 40 64 187 362 2 377
3 20 35 44 70 183 375 1 808
4 21 38 49 76 182 373 1 403
5 23 41 53 78 183 364 1 115
6 25 44 56 82 183 350 905
7 27 47 58 85 184 333 749
8 27 48 60 87 184 316 629
9 28 49 62 91 184 298 536
10 29 50 64 93 184 280 461
11 29 51 64 95 185 278 401
12 30 51 65 95 185 278 350
13 30 51 65 95 185 278 309
14 29 51 64 95 185 278 278
15 29 51 64 95 185 278 278
16 29 50 64 94 184 278 278
17 29 50 64 94 184 278 278
18 29 50 64 94 184 277 277
19 29 50 64 94 184 278 278
20 29 51 64 94 185 278 278
21 29 51 64 95 185 278 278
22 29 51 66 95 185 278 278
23 29 51 69 94 185 278 278
24 29 51 72 94 184 278 278
25 28 50 74 94 184 277 277
26 28 50 77 93 184 277 277
27 28 49 80 93 183 276 276
28 27 49 83 93 183 276 276
29 27 48 86 92 182 276 276
30 26 48 89 94 182 275 275

3.27   Russian rouble

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 118 132 139 163 286 381 3 508
2 116 131 138 162 285 395 2 623
3 115 131 139 166 278 407 1 987
4 114 131 142 169 275 405 1 537
5 115 132 145 170 274 393 1 217
6 115 134 145 172 273 377 985
7 115 135 146 173 272 365 813
8 115 135 147 175 271 364 682
9 114 135 147 176 270 363 579
10 114 135 149 178 269 363 497
11 113 135 148 178 269 362 431
12 112 134 147 177 268 361 376
13 111 133 146 176 266 360 360
14 110 131 145 175 265 358 358
15 107 129 142 173 263 356 356
16 105 127 140 171 261 354 354
17 102 124 137 168 258 351 351
18 100 122 135 166 256 349 349
19 98 120 133 163 254 347 347
20 96 118 131 161 251 345 345
21 94 115 129 159 249 342 342
22 91 113 126 157 247 340 340
23 89 111 124 155 245 338 338
24 87 109 122 152 242 336 336
25 85 107 120 150 240 334 334
26 83 104 118 148 238 332 332
27 81 102 116 146 236 329 329
28 79 100 114 144 234 327 327
29 77 98 112 142 232 326 326
30 75 97 110 140 230 324 324

3.28   Singapore dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 2 9 33 156 315 3 054
2 0 4 11 35 158 352 2 303
3 1 6 15 41 154 365 1 755
4 1 9 19 46 153 364 1 365
5 2 12 24 49 154 356 1 086
6 3 15 27 53 154 342 882
7 3 18 29 55 154 326 731
8 3 19 31 58 155 309 614
9 4 20 32 61 155 292 523
10 4 20 34 63 154 275 451
11 5 21 34 64 154 258 392
12 5 20 37 64 154 247 343
13 6 20 39 64 154 247 302
14 7 20 42 64 154 247 267
15 7 20 45 63 154 247 247
16 7 19 48 63 153 246 246
17 8 19 51 63 153 246 246
18 8 19 54 63 153 247 247
19 8 20 57 66 153 247 247
20 9 20 59 68 154 247 247
21 9 21 62 72 155 248 248
22 10 22 65 74 155 248 248
23 10 23 68 76 155 249 249
24 10 23 70 79 156 249 249
25 11 25 73 81 156 249 249
26 11 25 75 84 156 250 250
27 12 26 79 85 156 250 250
28 12 28 81 88 157 250 250
29 13 28 85 90 157 250 250
30 13 30 87 92 157 250 250

3.29   South Korean won

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 30 44 51 75 198 315 3 059
2 30 45 51 75 198 351 2 299
3 29 44 53 79 192 363 1 747
4 27 44 55 82 188 362 1 356
5 27 45 57 83 187 352 1 077
6 30 49 61 87 189 338 874
7 28 48 60 86 185 322 723
8 33 53 65 93 189 305 608
9 32 53 66 95 188 288 517
10 26 48 61 91 182 275 445
11 21 43 56 86 177 270 387
12 18 40 53 83 173 267 338
13 15 37 50 81 171 264 298
14 13 35 48 78 169 262 264
15 12 33 47 77 167 260 260
16 10 32 47 75 165 259 259
17 9 31 50 74 165 258 258
18 8 30 53 74 164 257 257
19 8 30 55 73 163 257 257
20 9 30 58 73 164 257 257
21 9 30 61 74 164 257 257
22 9 30 64 74 164 257 257
23 10 30 66 75 164 257 257
24 10 30 69 77 164 257 257
25 11 30 71 79 164 257 257
26 11 30 74 82 163 257 257
27 12 30 77 84 163 257 257
28 12 29 80 86 163 257 257
29 13 29 83 89 163 256 256
30 13 29 86 91 163 256 256

3.30   Turkish lira

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 181 195 202 226 349 445 3 563
2 178 193 200 223 347 442 2 688
3 174 189 198 224 337 433 2 048
4 170 187 197 224 331 425 1 588
5 166 184 197 222 326 420 1 260
6 164 183 195 221 322 415 1 020
7 161 181 192 219 318 411 842
8 157 178 190 217 314 407 706
9 154 175 187 216 310 403 601
10 150 172 185 215 306 399 516
11 146 168 181 211 302 395 448
12 142 164 177 208 298 391 391
13 139 160 174 204 294 387 387
14 135 157 170 200 290 384 384
15 131 153 166 197 287 380 380
16 128 150 163 194 284 377 377
17 125 147 160 190 281 374 374
18 122 144 157 188 278 371 371
19 119 141 154 185 275 368 368
20 117 139 152 182 272 366 366
21 114 136 149 180 270 363 363
22 112 134 147 177 267 361 361
23 109 131 144 175 265 358 358
24 107 129 142 172 262 356 356
25 104 126 139 170 260 353 353
26 102 124 137 167 258 351 351
27 100 122 135 165 255 349 349
28 98 119 133 163 253 347 347
29 96 117 131 161 251 344 344
30 94 115 129 159 249 342 342

3.31   US dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 15 27 54 173 314 3 043
2 0 15 27 54 173 351 2 294
3 1 17 29 58 170 364 1 747
4 1 20 32 63 169 363 1 358
5 2 23 37 69 170 354 1 079
6 3 26 40 70 171 340 877
7 6 30 42 72 172 324 726
8 8 34 46 74 172 307 610
9 10 36 49 76 172 290 520
10 11 38 51 76 172 273 447
11 11 39 52 78 173 266 389
12 12 41 54 79 173 266 340
13 13 42 54 79 173 266 300
14 13 43 55 79 173 266 266
15 13 43 55 79 173 266 266
16 13 43 55 79 173 266 266
17 13 43 55 79 173 266 266
18 13 43 55 79 173 266 266
19 13 43 56 79 173 266 266
20 13 43 58 79 173 267 267
21 13 43 61 79 174 267 267
22 13 43 64 79 174 267 267
23 13 43 67 79 174 267 267
24 13 43 69 79 174 268 268
25 13 43 73 80 174 268 268
26 13 43 75 82 174 268 268
27 13 43 78 85 174 268 268
28 13 43 81 87 174 268 268
29 13 43 83 89 174 267 267
30 13 43 86 92 174 267 267

3.32   Yen

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 0 3 13 134 308 2 987
2 0 1 6 17 133 343 2 244
3 1 2 10 20 125 355 1 704
4 1 3 13 23 122 353 1 322
5 2 4 16 26 121 344 1 050
6 2 5 19 29 121 330 852
7 3 6 22 33 121 315 705
8 3 7 25 36 121 298 592
9 4 8 27 38 121 281 504
10 4 9 30 41 121 264 434
11 5 11 33 44 122 248 377
12 5 11 36 46 122 233 330
13 5 13 38 49 122 218 291
14 6 13 41 52 122 216 258
15 7 14 44 54 123 216 229
16 7 16 47 56 123 216 216
17 7 16 49 59 127 217 217
18 8 17 51 62 129 217 217
19 8 18 54 64 131 218 218
20 9 19 57 67 133 219 219
21 9 20 60 69 135 219 219
22 9 20 62 71 136 220 220
23 10 22 65 73 139 220 220
24 10 23 67 75 141 221 221
25 11 23 70 78 142 221 221
26 11 25 73 80 144 221 221
27 12 25 76 83 145 221 221
28 12 26 78 84 146 221 221
29 12 27 81 87 148 221 221
30 13 28 84 89 148 222 222

ANNEX III

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

Currency National insurance market Volatility adjustment (in bps)
Euro Austria 13
Euro Belgium 13
Euro Cyprus 13
Euro Estonia 13
Euro Finland 13
Euro France 13
Euro Germany 13
Euro Greece 13
Euro Ireland 13
Euro Italy 13
Euro Latvia 13
Euro Lithuania 13
Euro Luxembourg 13
Euro Malta 13
Euro Netherlands 13
Euro Portugal 13
Euro Slovakia 13
Euro Slovenia 13
Euro Spain 13
Czech koruna Czech Republic 1
Danish krone Denmark 51
Forint Hungary 17
Krona Sweden 3
Kuna Croatia 10
Lev Bulgaria 7
Pound sterling United Kingdom 30
Romanian leu Romania -2
Zloty Poland 17
Króna Iceland 15
Norwegian krone Norway 29
Swiss franc Liechtenstein 5
Swiss franc Switzerland 5
Australian dollar Australia 11
Canadian dollar Canada 8
US dollar United States 50
Yen Japan 2

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