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Commission Implementing Regulation (EU) 2017/812 of 15 May 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 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 Reinsurance (Text with EEA relevance. )

Type Implementing Regulation
Publication 2017-05-18
State In force
Text As published
Department European Commission, FISMA
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 42 57 63 87 210 316 3 189
2 42 57 63 87 210 354 2 379
3 41 57 65 91 204 368 1 797
4 40 57 68 94 200 366 1 388
5 40 58 70 95 199 357 1 100
6 40 59 71 97 198 343 891
7 41 61 72 98 197 327 736
8 40 60 72 100 196 310 618
9 39 60 73 102 195 292 526
10 39 60 74 103 194 287 452
11 38 60 73 103 193 286 393
12 37 59 72 102 192 286 344
13 36 58 71 102 191 285 302
14 36 57 71 101 191 284 284
15 35 57 70 100 190 283 283
16 34 56 69 99 189 282 282
17 34 55 68 99 189 282 282
18 33 55 68 98 188 281 281
19 33 54 67 98 187 281 281
20 32 54 67 97 187 281 281
21 32 54 67 97 187 280 280
22 32 53 67 97 187 280 280
23 31 53 66 96 186 280 280
24 31 52 66 96 186 279 279
25 30 52 69 95 185 279 279
26 30 51 72 95 185 278 278
27 29 51 75 94 184 277 277
28 28 50 77 94 183 277 277
29 28 49 79 93 183 276 276
30 27 49 83 92 182 276 276

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 54 177 314 3 168
2 13 28 35 58 181 352 2 363
3 16 32 40 67 179 366 1 786
4 19 35 46 73 179 365 1 381
5 21 39 51 76 180 356 1 094
6 20 39 51 77 178 342 887
7 26 46 57 83 182 326 733
8 25 45 57 85 181 308 615
9 26 47 60 89 182 291 523
10 28 50 63 92 183 277 450
11 29 51 64 94 184 278 391
12 30 52 65 95 185 279 342
13 31 52 66 96 186 279 301
14 31 53 66 96 186 279 279
15 31 53 66 96 186 280 280
16 31 52 66 96 186 279 279
17 31 52 66 96 186 279 279
18 30 51 65 95 185 278 278
19 29 51 64 95 184 278 278
20 29 51 64 95 184 278 278
21 29 51 64 94 184 278 278
22 29 51 64 94 184 277 277
23 29 50 64 94 184 277 277
24 28 50 66 94 183 277 277
25 28 50 69 93 183 276 276
26 27 49 71 93 182 276 276
27 27 49 74 92 182 275 275
28 26 48 77 92 181 275 275
29 26 48 79 91 181 274 274
30 25 47 83 91 180 274 274

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 53 176 311 3 135
2 9 24 30 54 177 349 2 337
3 10 25 34 60 172 362 1 766
4 10 27 38 64 170 361 1 364
5 11 29 41 66 171 351 1 080
6 13 32 44 70 171 337 875
7 15 35 46 72 171 321 723
8 15 35 47 75 171 304 607
9 15 37 49 78 171 287 517
10 16 38 51 80 171 270 445
11 16 38 51 81 171 265 386
12 17 38 52 82 172 265 338
13 17 38 52 82 172 265 297
14 17 39 52 82 172 265 265
15 17 39 52 82 172 265 265
16 17 38 52 82 172 265 265
17 17 38 52 82 172 265 265
18 17 38 52 82 172 265 265
19 17 38 52 82 172 265 265
20 17 39 55 82 172 265 265
21 17 39 58 82 172 265 265
22 17 39 61 82 172 265 265
23 17 38 63 82 172 265 265
24 16 38 66 81 171 265 265
25 16 38 68 81 171 264 264
26 16 37 71 81 171 264 264
27 15 37 73 80 170 264 264
28 15 37 76 80 170 263 263
29 15 36 78 81 170 263 263
30 14 36 81 83 169 263 263

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 45 59 66 89 212 319 3 221
2 47 62 69 92 215 358 2 405
3 50 65 74 100 212 372 1 819
4 51 67 78 105 211 371 1 407
5 52 70 82 107 211 362 1 115
6 54 73 85 111 212 348 904
7 55 75 86 113 211 332 748
8 55 75 87 115 211 315 628
9 55 76 89 118 211 304 534
10 55 77 90 120 210 304 460
11 55 77 90 120 210 303 399
12 54 76 89 119 209 303 349
13 54 75 88 119 208 302 307
14 53 74 88 118 208 301 301
15 52 73 87 117 207 300 300
16 51 72 86 116 206 299 299
17 50 72 85 115 205 298 298
18 49 71 84 114 204 298 298
19 49 70 83 114 203 297 297
20 48 69 83 113 203 296 296
21 47 69 82 112 202 295 295
22 46 68 81 111 201 295 295
23 45 67 80 110 200 294 294
24 44 66 79 110 199 293 293
25 44 65 78 109 199 292 292
26 43 64 78 108 198 291 291
27 42 63 77 107 197 290 290
28 41 62 78 106 196 289 289
29 40 62 81 105 195 288 288
30 39 61 83 104 194 287 287

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 3 372
2 80 94 101 124 247 373 2 516
3 79 95 103 130 242 387 1 900
4 78 95 106 132 239 385 1 468
5 81 99 111 136 240 376 1 162
6 83 102 114 140 241 361 941
7 85 105 116 142 241 344 777
8 86 106 118 146 242 335 653
9 87 108 120 149 243 336 555
10 87 109 122 152 243 336 478
11 87 109 122 152 242 335 414
12 86 108 121 151 241 334 362
13 85 106 120 150 240 333 333
14 83 105 118 148 238 332 332
15 82 103 117 147 237 330 330
16 80 102 115 145 235 329 329
17 79 101 114 144 234 327 327
18 78 99 112 143 232 326 326
19 76 98 111 141 231 324 324
20 75 97 110 140 230 323 323
21 74 95 108 139 228 322 322
22 72 94 107 137 227 320 320
23 70 92 105 136 225 319 319
24 69 91 104 134 224 317 317
25 67 89 102 132 222 316 316
26 66 87 101 131 221 314 314
27 64 86 99 129 219 313 313
28 63 84 98 128 218 311 311
29 61 83 96 126 216 310 310
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 46 169 312 3 149
2 4 19 26 49 172 351 2 354
3 6 22 31 57 169 365 1 779
4 8 25 36 62 168 364 1 376
5 11 28 40 66 170 354 1 090
6 13 32 44 69 170 340 883
7 15 35 46 72 171 324 729
8 15 36 47 75 171 307 612
9 16 37 49 78 171 289 521
10 16 38 51 80 171 272 448
11 16 38 51 81 171 265 389
12 16 38 51 81 171 264 340
13 15 37 50 80 170 264 299
14 15 36 50 80 170 263 265
15 14 36 49 79 169 262 262
16 13 35 48 78 168 261 261
17 13 34 48 78 168 261 261
18 12 34 50 77 167 260 260
19 12 34 53 77 167 260 260
20 12 34 55 77 167 260 260
21 12 34 58 77 167 261 261
22 12 34 61 77 167 261 261
23 12 34 63 77 167 261 261
24 12 34 66 77 167 260 260
25 12 34 68 77 167 260 260
26 12 34 71 77 167 260 260
27 12 33 73 78 167 260 260
28 12 33 77 80 167 260 260
29 14 33 79 82 166 260 260
30 14 33 82 84 166 260 260

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 87 101 108 131 254 350 3 404
2 87 101 108 132 255 376 2 543
3 86 102 110 136 249 390 1 921
4 86 102 113 140 246 389 1 484
5 86 104 116 141 245 379 1 174
6 87 106 118 144 245 365 951
7 88 108 119 145 244 347 785
8 88 108 120 148 244 337 659
9 87 108 121 150 243 336 560
10 86 108 121 150 241 335 482
11 85 106 119 149 240 333 418
12 83 104 118 148 238 331 365
13 81 102 116 146 236 329 329
14 79 100 114 144 234 327 327
15 77 99 112 142 232 325 325
16 75 96 110 140 230 323 323
17 73 95 108 138 228 321 321
18 72 93 106 137 227 320 320
19 70 92 105 135 225 318 318
20 69 91 104 134 224 317 317
21 68 90 103 133 223 316 316
22 67 89 102 132 222 315 315
23 66 88 101 131 221 314 314
24 65 86 100 130 220 313 313
25 64 85 99 129 219 312 312
26 63 84 98 128 218 311 311
27 62 83 96 127 216 310 310
28 60 82 95 126 215 309 309
29 59 81 94 125 214 308 308
30 58 80 93 124 213 307 307

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
1 349 363 370 394 517 612 3 462
2 71 85 92 116 239 382 2 584
3 73 89 98 124 236 396 1 949
4 76 93 103 130 236 394 1 504
5 78 96 108 133 238 384 1 189
6 81 100 111 137 238 368 963
7 83 103 114 140 239 351 795
8 84 104 116 143 240 333 667
9 84 106 118 147 240 333 567
10 85 106 119 149 240 333 487
11 85 106 119 149 240 333 423
12 85 106 120 150 240 333 370
13 85 107 120 150 240 333 333
14 86 107 121 151 241 334 334
15 86 108 121 152 241 335 335
16 87 109 122 153 242 336 336
17 89 110 123 154 243 337 337
18 90 111 124 155 245 338 338
19 91 112 125 156 245 339 339
20 91 113 126 156 246 340 340
21 91 113 126 157 246 340 340
22 91 113 126 156 246 340 340
23 91 112 126 156 246 339 339
24 90 112 125 155 245 338 338
25 89 111 124 154 244 337 337
26 88 110 123 153 243 336 336
27 87 109 122 152 242 335 335
28 86 107 121 151 241 334 334
29 84 106 119 149 239 333 333
30 83 105 118 148 238 331 331

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 11 34 157 309 3 115
2 0 4 10 34 157 347 2 323
3 1 4 13 39 151 360 1 754
4 1 4 15 42 148 358 1 354
5 2 5 18 43 147 349 1 072
6 2 7 19 45 146 335 869
7 3 10 21 47 146 319 717
8 4 9 23 49 145 302 602
9 4 9 26 51 144 285 512
10 4 10 29 52 143 268 441
11 4 10 31 53 143 251 383
12 6 10 34 53 143 237 335
13 6 11 36 53 143 237 295
14 6 12 39 54 143 237 261
15 6 13 42 54 144 237 237
16 7 13 44 54 144 237 237
17 8 15 47 55 144 237 237
18 8 16 50 57 144 238 238
19 9 16 52 60 145 238 238
20 9 17 55 62 146 239 239
21 9 19 58 64 147 240 240
22 10 19 60 66 147 241 241
23 10 20 62 68 148 241 241
24 11 21 66 71 149 242 242
25 11 22 68 73 149 242 242
26 11 22 71 75 149 243 243
27 12 24 73 77 150 243 243
28 12 25 76 80 150 244 244
29 13 25 78 81 151 244 244
30 14 27 81 83 151 244 244

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 93 216 316 3 190
2 49 64 71 94 217 355 2 384
3 49 64 73 99 211 369 1 803
4 48 64 75 102 208 368 1 394
5 48 65 78 103 207 359 1 105
6 49 68 80 105 206 345 896
7 49 69 80 106 205 329 740
8 48 69 81 108 204 311 622
9 48 69 81 110 204 297 529
10 47 68 82 111 202 295 455
11 46 67 80 110 200 294 395
12 44 65 79 109 199 292 346
13 42 64 77 107 197 291 304
14 41 62 76 106 196 289 289
15 39 61 74 104 194 287 287
16 37 59 72 102 192 286 286
17 36 58 71 101 191 284 284
18 35 57 70 100 190 283 283
19 34 56 69 99 189 282 282
20 33 55 68 98 188 282 282
21 33 54 68 98 188 281 281
22 32 54 67 97 187 280 280
23 31 53 66 97 186 280 280
24 31 52 67 96 186 279 279
25 30 52 70 95 185 278 278
26 29 51 72 94 184 278 278
27 29 50 75 94 184 277 277
28 28 50 78 93 183 276 276
29 27 49 81 92 182 276 276
30 27 48 83 92 182 275 275

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 3 472
2 110 125 131 155 278 383 2 591
3 111 126 135 161 273 397 1 956
4 112 128 139 166 272 396 1 511
5 113 130 143 168 272 386 1 197
6 114 133 145 171 271 371 969
7 115 135 146 172 271 364 801
8 114 134 146 174 270 363 672
9 113 134 147 176 269 362 572
10 113 134 147 177 268 361 492
11 111 133 146 176 266 359 427
12 109 131 144 174 264 358 373
13 107 129 142 172 262 355 355
14 105 126 140 170 260 353 353
15 102 124 137 167 257 351 351
16 100 121 135 165 255 348 348
17 97 119 132 162 252 346 346
18 95 117 130 160 250 343 343
19 93 115 128 158 248 341 341
20 91 113 126 156 246 340 340
21 90 111 124 155 244 338 338
22 88 109 123 153 243 336 336
23 86 108 121 151 241 334 334
24 84 106 119 149 239 332 332
25 82 104 117 147 237 331 331
26 81 102 116 146 236 329 329
27 79 101 114 144 234 327 327
28 77 99 112 142 232 326 326
29 76 97 111 141 231 324 324
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 3 576
2 178 193 200 223 346 442 2 662
3 182 197 206 232 344 440 2 012
4 182 199 210 237 343 437 1 554
5 183 201 213 238 342 435 1 230
6 183 202 214 240 341 434 995
7 183 203 214 240 339 432 821
8 181 202 214 241 337 431 688
9 180 201 214 243 336 429 585
10 179 201 214 243 334 428 502
11 177 199 212 242 332 426 435
12 175 196 210 240 330 423 423
13 172 193 207 237 327 420 420
14 169 190 203 234 324 417 417
15 165 187 200 230 320 414 414
16 162 184 197 227 317 410 410
17 159 180 194 224 314 407 407
18 156 177 191 221 311 404 404
19 153 174 187 218 307 401 401
20 149 171 184 215 304 398 398
21 146 168 181 211 301 395 395
22 143 165 178 208 298 391 391
23 140 162 175 205 295 388 388
24 137 158 172 202 292 385 385
25 134 155 169 199 289 382 382
26 131 152 166 196 286 379 379
27 128 149 163 193 283 376 376
28 125 146 160 190 280 373 373
29 122 144 157 187 277 370 370
30 119 141 154 184 274 368 368

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 36 42 66 189 323 3 266
2 22 37 43 67 190 362 2 436
3 22 37 46 72 184 375 1 839
4 21 38 49 76 182 374 1 420
5 22 40 52 77 181 364 1 124
6 23 41 53 79 180 350 911
7 24 43 55 81 179 334 753
8 22 43 55 82 178 316 632
9 22 43 55 84 177 298 538
10 22 43 56 86 177 280 463
11 21 43 56 86 176 269 401
12 20 42 55 86 175 269 351
13 20 41 55 85 175 268 309
14 19 41 54 85 174 268 273
15 19 41 54 84 174 267 267
16 19 41 54 84 174 267 267
17 19 40 54 84 174 267 267
18 19 41 54 84 174 267 267
19 19 41 54 84 174 267 267
20 19 41 57 84 174 267 267
21 19 41 60 84 174 268 268
22 19 41 62 84 174 268 268
23 19 41 65 84 174 267 267
24 19 41 67 84 174 267 267
25 19 40 70 84 174 267 267
26 19 40 72 84 174 267 267
27 18 40 76 83 173 267 267
28 18 40 78 83 173 266 266
29 18 39 81 85 173 266 266
30 18 39 84 86 172 266 266

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 62 185 323 3 270
2 19 33 40 64 187 363 2 440
3 20 36 44 70 183 376 1 842
4 21 38 49 76 182 374 1 422
5 23 41 53 78 183 365 1 125
6 25 44 56 82 183 350 911
7 28 47 59 85 183 333 752
8 28 48 60 87 184 316 631
9 28 49 62 91 184 297 537
10 29 51 64 93 184 280 462
11 30 51 65 95 185 278 401
12 30 52 65 95 185 278 350
13 30 51 65 95 185 278 308
14 30 51 65 95 185 278 278
15 30 51 64 95 184 278 278
16 29 51 64 94 184 277 277
17 29 51 64 94 184 277 277
18 29 51 64 94 184 277 277
19 29 51 64 94 184 277 277
20 29 51 64 94 184 278 278
21 30 51 64 95 184 278 278
22 30 51 64 95 184 278 278
23 29 51 65 94 184 278 278
24 29 51 67 94 184 277 277
25 29 50 70 94 184 277 277
26 28 50 72 93 183 277 277
27 28 50 76 93 183 276 276
28 27 49 78 93 182 276 276
29 27 49 81 92 182 275 275
30 26 48 84 92 181 275 275

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
1 118 133 139 163 286 381 3 602
2 117 131 138 162 285 392 2 666
3 115 131 140 166 278 404 2 003
4 115 131 142 169 275 402 1 541
5 115 133 145 170 274 390 1 216
6 115 134 146 172 273 374 982
7 116 136 147 173 272 365 809
8 115 135 147 175 271 364 678
9 114 135 147 176 269 363 575
10 114 135 149 178 269 362 494
11 113 135 148 178 268 362 427
12 112 134 147 177 267 360 373
13 111 133 146 176 266 359 359
14 110 131 145 175 265 358 358
15 108 129 142 173 263 356 356
16 105 127 140 171 260 354 354
17 103 124 137 168 258 351 351
18 100 122 135 165 255 349 349
19 98 120 133 163 253 346 346
20 96 118 131 161 251 344 344
21 94 115 129 159 249 342 342
22 92 113 126 157 246 340 340
23 89 111 124 154 244 338 338
24 87 109 122 152 242 335 335
25 85 107 120 150 240 333 333
26 83 104 118 148 238 331 331
27 81 102 116 146 236 329 329
28 79 100 114 144 234 327 327
29 77 98 112 142 232 325 325
30 75 97 110 140 230 323 323

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 33 156 313 3 152
2 0 5 11 35 158 351 2 355
3 1 7 15 41 154 365 1 781
4 1 9 20 47 153 364 1 376
5 2 12 24 49 153 355 1 091
6 2 15 27 53 154 341 884
7 3 18 29 56 154 325 730
8 4 19 31 58 154 307 613
9 4 20 32 61 154 290 522
10 4 21 34 63 154 273 449
11 4 21 34 64 154 256 390
12 6 21 35 64 154 247 341
13 6 20 38 64 154 247 300
14 6 20 39 64 153 247 266
15 7 20 42 64 153 247 247
16 7 20 45 63 153 246 246
17 8 20 48 63 153 246 246
18 8 20 51 63 153 246 246
19 9 20 53 63 153 247 247
20 9 21 55 64 154 247 247
21 10 21 58 65 154 248 248
22 10 22 61 67 155 248 248
23 10 22 63 69 155 249 249
24 11 22 66 71 156 249 249
25 11 22 68 73 156 249 249
26 12 23 71 75 156 249 249
27 12 24 73 78 156 249 249
28 12 25 77 80 156 250 250
29 14 25 79 82 156 250 250
30 14 27 82 85 157 250 250

3.29.   South Korean won

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 30 44 51 74 197 314 3 164
2 30 45 51 75 198 352 2 359
3 29 44 53 79 191 364 1 780
4 28 44 55 82 188 363 1 374
5 27 45 57 82 187 353 1 088
6 30 49 61 87 188 339 881
7 28 48 59 86 184 323 727
8 33 53 65 92 188 305 610
9 32 53 65 94 188 288 519
10 26 48 61 90 181 275 446
11 21 43 56 86 176 270 387
12 18 40 53 83 173 266 338
13 15 37 50 80 170 264 298
14 13 35 48 78 168 262 264
15 12 33 47 77 167 260 260
16 10 32 45 75 165 258 258
17 9 31 47 74 164 258 258
18 9 30 50 74 163 257 257
19 9 30 52 73 163 256 256
20 9 30 55 73 163 257 257
21 9 30 58 73 163 257 257
22 10 30 60 73 163 257 257
23 10 30 63 73 163 257 257
24 11 30 66 73 163 257 257
25 11 30 68 73 163 256 256
26 11 30 71 75 163 256 256
27 12 30 73 77 163 256 256
28 12 29 76 80 163 256 256
29 13 29 78 81 163 256 256
30 14 29 81 84 163 256 256

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
1 181 196 202 226 349 444 3 749
2 179 193 200 223 346 442 2 792
3 174 190 198 225 337 432 2 102
4 170 187 198 225 331 425 1 619
5 167 184 197 222 326 419 1 278
6 164 183 195 221 322 415 1 031
7 162 181 193 219 318 411 849
8 158 178 190 217 313 407 710
9 154 175 187 216 310 403 602
10 150 172 185 215 306 399 516
11 147 168 182 212 302 395 446
12 143 164 178 208 298 391 391
13 139 161 174 204 294 387 387
14 135 157 170 200 290 384 384
15 132 153 167 197 287 380 380
16 129 150 163 194 284 377 377
17 125 147 160 191 280 374 374
18 123 144 157 188 278 371 371
19 120 141 155 185 275 368 368
20 117 139 152 182 272 366 366
21 115 136 150 180 270 363 363
22 112 134 147 177 267 360 360
23 110 131 145 175 265 358 358
24 107 129 142 172 262 355 355
25 105 126 140 170 260 353 353
26 102 124 137 168 257 351 351
27 100 122 135 165 255 348 348
28 98 120 133 163 253 346 346
29 96 118 131 161 251 344 344
30 94 116 129 159 249 342 342

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 54 173 313 3 158
2 0 15 27 54 173 352 2 359
3 1 17 29 58 169 365 1 783
4 1 20 32 63 169 364 1 377
5 2 23 37 69 170 355 1 091
6 4 26 40 70 171 341 884
7 6 31 42 72 171 324 730
8 8 34 46 74 171 307 613
9 10 36 49 76 172 290 521
10 11 38 51 76 172 272 448
11 11 40 52 78 172 265 389
12 12 41 54 79 172 265 340
13 13 42 54 79 172 265 300
14 13 43 55 79 172 266 266
15 13 43 55 79 172 266 266
16 13 43 55 79 172 265 265
17 13 43 55 79 172 265 265
18 13 43 55 79 172 265 265
19 13 43 55 79 172 266 266
20 13 43 55 79 173 266 266
21 13 43 58 79 173 266 266
22 13 43 61 79 173 267 267
23 13 43 63 79 174 267 267
24 13 43 66 79 174 267 267
25 13 43 68 79 174 267 267
26 13 43 71 79 174 267 267
27 13 43 73 79 174 267 267
28 13 43 76 80 174 267 267
29 14 43 79 82 174 267 267
30 14 43 81 84 173 267 267

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 12 134 307 3 092
2 0 1 6 15 132 344 2 302
3 1 1 9 18 125 356 1 736
4 1 3 12 21 122 354 1 339
5 2 4 15 24 121 345 1 060
6 2 4 18 27 121 331 858
7 3 6 20 30 121 315 709
8 4 6 23 32 121 298 595
9 4 8 26 35 121 281 506
10 4 8 28 37 121 264 435
11 4 10 31 40 121 248 377
12 6 10 33 42 122 232 330
13 6 11 36 44 122 218 291
14 6 12 39 47 122 216 257
15 6 13 41 49 123 216 229
16 7 13 44 51 123 216 216
17 7 14 46 54 123 217 217
18 8 16 49 57 125 217 217
19 9 16 51 58 128 218 218
20 9 17 54 61 130 218 218
21 9 18 56 63 132 219 219
22 10 19 59 65 133 220 220
23 10 20 62 67 135 220 220
24 11 20 64 69 136 220 220
25 11 22 67 71 138 221 221
26 11 22 69 73 140 221 221
27 12 23 72 76 141 221 221
28 12 24 74 78 142 221 221
29 12 25 76 80 142 221 221
30 13 25 79 81 144 221 221

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 45
Forint Hungary 14
Krona Sweden 3
Kuna Croatia 9
Lev Bulgaria 3
Pound sterling United Kingdom 25
Romanian leu Romania – 2
Zloty Poland 15
Króna Iceland 14
Norwegian krone Norway 24
Swiss franc Liechtenstein 1
Swiss franc Switzerland 1
Australian dollar Australia 9
Canadian dollar Canada 6
US dollar United States 44
Yen Japan 2

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