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Commission Implementing Regulation (EU) 2018/730 of 4 May 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2018 until 29 June 2018 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 2018-05-18
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 56 63 86 208 313 3 151
2 42 56 63 86 208 351 2 341
3 41 56 65 90 201 364 1 764
4 40 56 67 93 198 363 1 362
5 40 57 69 94 197 353 1 079
6 40 59 71 96 196 339 875
7 41 61 71 97 195 323 724
8 40 60 72 99 194 306 608
9 39 60 72 101 193 288 518
10 39 60 73 102 192 285 446
11 38 59 72 102 191 284 388
12 37 58 71 101 190 283 339
13 37 58 71 100 189 282 299
14 36 57 70 100 189 282 282
15 35 56 69 99 188 281 281
16 34 55 68 98 187 280 280
17 34 55 68 98 186 279 279
18 33 54 67 97 186 279 279
19 33 54 67 97 185 278 278
20 33 54 67 96 185 278 278
21 32 53 67 96 185 278 278
22 32 53 66 96 185 278 278
23 32 53 66 95 184 277 277
24 31 52 65 95 184 277 277
25 30 52 67 94 183 276 276
26 30 51 70 94 182 275 275
27 29 50 72 93 182 275 275
28 29 50 75 92 181 274 274
29 28 49 77 92 181 274 274
30 27 48 79 91 180 273 273

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 10 24 31 54 175 310 3 114
2 14 28 35 58 180 348 2 315
3 17 32 40 66 177 361 1 746
4 19 35 46 72 177 360 1 349
5 22 39 51 76 179 350 1 070
6 21 39 51 77 176 337 868
7 27 46 57 83 180 321 718
8 25 45 57 84 179 304 604
9 26 47 59 88 180 287 515
10 28 49 62 91 181 274 443
11 30 51 64 93 182 275 385
12 30 51 65 94 183 276 337
13 31 52 65 95 183 276 297
14 31 52 65 95 184 277 277
15 31 52 65 95 184 277 277
16 31 52 65 95 183 276 276
17 31 52 65 95 183 276 276
18 30 51 64 94 183 276 276
19 30 51 64 93 182 275 275
20 30 51 64 93 182 275 275
21 29 51 64 93 182 275 275
22 29 50 63 93 182 275 275
23 29 50 63 93 182 275 275
24 29 50 65 92 181 274 274
25 28 49 67 92 181 274 274
26 28 49 70 91 180 273 273
27 27 48 72 91 180 273 273
28 27 48 75 90 179 272 272
29 26 47 77 90 179 272 272
30 26 47 79 89 178 271 271

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 9 23 29 52 174 313 3 148
2 10 24 31 54 175 351 2 339
3 11 26 34 60 171 364 1 763
4 11 27 38 64 169 362 1 360
5 12 29 41 66 169 352 1 077
6 14 32 44 69 169 338 873
7 15 35 46 71 169 322 722
8 15 35 47 74 169 305 606
9 16 37 49 77 169 287 516
10 16 38 51 80 169 270 444
11 17 38 51 81 170 263 386
12 17 38 51 81 170 263 338
13 17 38 51 81 170 263 298
14 17 38 51 81 170 263 264
15 17 39 52 81 170 263 263
16 17 38 51 81 170 263 263
17 17 38 51 81 170 263 263
18 17 38 51 81 170 263 263
19 17 38 51 81 170 263 263
20 17 38 54 81 170 263 263
21 17 38 57 81 170 263 263
22 17 38 59 81 170 263 263
23 17 38 61 81 169 262 262
24 16 38 64 80 169 262 262
25 16 37 66 80 169 262 262
26 16 37 69 80 168 261 261
27 15 37 72 79 168 261 261
28 15 36 74 79 168 261 261
29 15 36 77 79 167 260 260
30 14 36 79 81 167 260 260

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 65 88 210 316 3 180
2 48 62 68 91 213 356 2 372
3 50 65 74 99 210 369 1 791
4 51 67 78 104 209 369 1 385
5 52 70 82 106 209 359 1 098
6 54 73 84 110 210 346 892
7 56 75 86 112 209 329 738
8 55 75 87 114 209 312 621
9 55 76 88 117 209 302 529
10 56 77 90 119 208 301 455
11 55 77 90 119 208 301 396
12 55 76 89 119 207 300 346
13 54 75 88 118 207 300 305
14 53 74 87 117 206 299 299
15 52 73 86 116 205 298 298
16 51 72 85 115 204 297 297
17 50 72 85 114 203 296 296
18 50 71 84 114 202 295 295
19 49 70 83 113 202 295 295
20 48 69 82 112 201 294 294
21 48 69 82 111 200 293 293
22 47 68 81 111 199 292 292
23 46 67 80 110 198 291 291
24 45 66 79 109 198 291 291
25 44 65 78 108 197 290 290
26 43 64 77 107 196 289 289
27 42 63 76 106 195 288 288
28 41 62 76 105 194 287 287
29 40 62 78 104 193 286 286
30 40 61 82 103 192 285 285

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 76 90 97 120 241 337 3 278
2 80 94 101 124 246 366 2 444
3 80 95 104 129 240 380 1 849
4 79 95 106 132 237 380 1 430
5 82 99 111 136 239 371 1 135
6 84 102 114 139 239 357 921
7 86 105 116 142 239 340 764
8 87 107 118 145 240 333 642
9 88 108 120 149 241 334 547
10 88 109 122 151 241 334 471
11 88 109 122 151 240 333 409
12 87 108 121 151 239 332 358
13 85 106 120 149 238 331 331
14 84 105 118 148 237 330 330
15 82 104 117 146 235 328 328
16 81 102 115 145 234 327 327
17 80 101 114 143 232 325 325
18 78 99 112 142 231 324 324
19 77 98 111 141 229 322 322
20 76 97 110 139 228 321 321
21 74 95 108 138 227 320 320
22 73 94 107 136 225 318 318
23 71 92 105 135 224 317 317
24 69 91 104 133 222 315 315
25 68 89 102 132 221 314 314
26 66 87 100 130 219 312 312
27 65 86 99 129 217 310 310
28 63 84 97 127 216 309 309
29 62 83 96 126 214 307 307
30 60 81 94 124 213 306 306

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 2 16 23 46 167 312 3 139
2 5 19 26 49 171 351 2 339
3 7 22 31 56 168 364 1 765
4 9 25 36 62 167 363 1 363
5 11 28 41 65 168 353 1 079
6 14 32 44 69 169 339 875
7 15 35 46 71 169 323 723
8 16 36 47 74 169 306 608
9 16 37 49 77 169 288 518
10 17 38 51 80 169 271 446
11 17 38 51 80 169 262 387
12 16 38 51 80 169 262 339
13 16 37 50 80 168 261 299
14 15 36 49 79 168 261 265
15 14 36 49 78 167 260 260
16 14 35 48 77 166 259 259
17 13 34 47 77 166 259 259
18 13 34 49 77 165 258 258
19 13 34 52 76 165 258 258
20 13 34 54 77 165 258 258
21 13 34 57 77 165 258 258
22 13 34 60 77 165 258 258
23 13 34 62 77 165 258 258
24 13 34 65 77 165 258 258
25 13 34 67 76 165 258 258
26 12 34 70 76 165 258 258
27 13 33 72 76 165 258 258
28 13 33 75 77 165 258 258
29 14 33 77 79 165 258 258
30 14 33 80 81 164 257 257

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 88 102 108 131 253 348 3 391
2 88 102 109 132 253 376 2 525
3 87 102 111 136 247 391 1 906
4 87 103 114 140 245 390 1 472
5 87 105 117 141 244 380 1 167
6 88 106 118 144 243 365 946
7 89 109 120 145 243 348 782
8 89 109 121 148 243 336 657
9 88 109 121 150 242 335 560
10 87 108 121 150 240 333 482
11 86 107 120 149 238 331 418
12 84 105 118 148 236 329 366
13 82 103 116 146 234 327 327
14 80 101 114 144 233 326 326
15 78 99 112 142 231 324 324
16 76 97 110 140 229 322 322
17 74 96 109 138 227 320 320
18 73 94 107 137 225 318 318
19 71 93 106 135 224 317 317
20 70 92 105 134 223 316 316
21 69 91 104 133 222 315 315
22 68 89 102 132 221 314 314
23 67 88 101 131 220 313 313
24 66 87 100 130 219 312 312
25 65 86 99 129 217 310 310
26 64 85 98 128 216 309 309
27 63 84 97 126 215 308 308
28 62 83 96 125 214 307 307
29 60 82 95 124 213 306 306
30 59 81 94 123 212 305 305

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
1 342 356 362 385 507 602 3 458
2 73 87 94 117 239 381 2 562
3 75 90 99 125 236 394 1 925
4 78 94 105 131 236 392 1 484
5 80 97 109 134 237 381 1 174
6 82 101 112 138 238 366 951
7 84 104 115 140 238 348 786
8 85 105 117 144 239 332 661
9 86 106 119 147 239 332 562
10 86 107 120 149 239 332 484
11 86 107 120 150 239 332 420
12 86 107 120 150 239 332 368
13 86 108 121 150 239 332 332
14 87 108 121 151 240 333 333
15 88 109 122 152 240 333 333
16 89 110 123 153 241 334 334
17 90 111 124 154 242 335 335
18 91 112 125 155 243 336 336
19 92 113 126 156 244 337 337
20 92 113 127 156 245 338 338
21 93 114 127 156 245 338 338
22 92 113 127 156 245 338 338
23 92 113 126 156 244 337 337
24 91 112 125 155 244 337 337
25 90 111 124 154 243 336 336
26 89 110 123 153 242 335 335
27 88 109 122 152 240 333 333
28 86 108 121 150 239 332 332
29 85 106 119 149 238 331 331
30 84 105 118 148 236 329 329

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 34 156 306 3 068
2 0 4 11 34 156 343 2 278
3 1 4 13 39 150 355 1 716
4 1 5 15 42 146 353 1 325
5 2 6 18 43 146 344 1 049
6 2 8 19 45 145 330 851
7 3 10 21 47 144 314 704
8 4 10 22 48 143 298 592
9 4 10 25 50 142 281 504
10 4 10 28 52 142 264 434
11 5 10 31 53 142 248 377
12 6 10 33 53 142 235 331
13 6 12 35 53 142 235 291
14 6 12 38 53 142 235 258
15 6 14 41 53 142 235 235
16 8 14 43 53 142 235 235
17 8 15 46 54 143 236 236
18 8 16 48 54 143 236 236
19 9 17 50 57 144 237 237
20 9 19 53 59 144 237 237
21 9 19 56 62 145 238 238
22 10 20 58 64 146 239 239
23 10 21 61 66 147 240 240
24 12 22 63 68 147 240 240
25 12 22 66 70 148 241 241
26 12 24 68 72 148 241 241
27 13 25 71 74 148 241 241
28 13 26 73 76 149 242 242
29 14 27 76 78 149 242 242
30 14 27 79 80 149 242 242

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 62 69 92 214 314 3 153
2 49 63 70 93 215 352 2 344
3 49 64 72 98 209 365 1 767
4 48 64 74 101 206 363 1 365
5 48 65 77 102 205 354 1 082
6 49 67 79 104 204 340 878
7 49 68 79 105 203 324 726
8 48 68 80 107 202 307 611
9 48 69 81 109 201 294 520
10 47 68 81 110 200 293 448
11 46 67 80 109 198 291 389
12 44 65 78 108 197 290 341
13 42 64 77 106 195 288 301
14 41 62 75 105 193 286 286
15 39 61 74 103 192 285 285
16 38 59 72 102 190 283 283
17 36 58 71 100 189 282 282
18 35 56 70 99 188 281 281
19 34 56 69 98 187 280 280
20 34 55 68 98 186 279 279
21 33 54 67 97 186 279 279
22 33 54 67 96 185 278 278
23 32 53 66 96 185 278 278
24 31 52 65 95 184 277 277
25 31 52 67 94 183 276 276
26 30 51 70 94 182 275 275
27 29 50 72 93 182 275 275
28 28 50 75 92 181 274 274
29 28 49 78 92 180 273 273
30 27 48 80 91 180 273 273

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
1 110 124 130 153 275 370 3 397
2 111 125 131 154 276 376 2 525
3 112 127 135 161 272 390 1 903
4 112 128 139 165 270 389 1 470
5 113 130 142 167 270 379 1 165
6 114 133 145 170 270 364 944
7 115 135 146 171 269 362 781
8 115 135 146 173 268 361 657
9 114 135 147 175 267 360 560
10 113 134 147 176 266 359 482
11 112 133 146 176 265 358 419
12 110 131 144 174 263 356 367
13 108 129 142 172 261 354 354
14 106 127 140 170 258 351 351
15 103 125 138 167 256 349 349
16 101 122 135 165 253 346 346
17 99 120 133 162 251 344 344
18 96 117 130 160 249 342 342
19 94 115 128 158 247 340 340
20 93 114 127 156 245 338 338
21 91 112 125 155 243 336 336
22 89 110 123 153 242 335 335
23 87 108 121 151 240 333 333
24 85 107 120 149 238 331 331
25 84 105 118 147 236 329 329
26 82 103 116 146 234 327 327
27 80 101 114 144 233 326 326
28 79 100 113 142 231 324 324
29 77 98 111 141 230 323 323
30 75 97 110 139 228 321 321

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
1 168 182 189 212 334 429 3 368
2 177 191 198 221 343 438 2 528
3 181 196 205 230 341 436 1 920
4 182 198 208 235 340 433 1 490
5 182 199 211 236 339 432 1 184
6 182 201 212 238 338 431 962
7 182 202 213 238 336 429 796
8 181 201 212 239 334 427 670
9 180 200 212 241 333 426 570
10 179 200 213 242 331 424 491
11 177 198 211 240 329 422 427
12 174 195 208 238 327 420 420
13 171 192 205 235 324 417 417
14 168 189 202 232 321 414 414
15 165 186 199 229 318 411 411
16 162 183 196 226 314 407 407
17 159 180 193 222 311 404 404
18 155 176 190 219 308 401 401
19 152 173 186 216 305 398 398
20 149 170 183 213 302 395 395
21 146 167 180 210 299 392 392
22 143 164 177 207 296 389 389
23 140 161 174 204 292 385 385
24 137 158 171 200 289 382 382
25 133 155 168 197 286 379 379
26 130 152 165 194 283 376 376
27 127 149 162 191 280 373 373
28 125 146 159 188 277 370 370
29 122 143 156 186 274 367 367
30 119 140 153 183 272 365 365

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 23 37 43 66 188 320 3 219
2 24 38 44 67 189 358 2 393
3 23 38 47 72 184 371 1 803
4 23 39 50 76 181 370 1 392
5 23 41 53 77 180 360 1 102
6 24 42 54 80 179 346 893
7 25 44 55 81 179 329 738
8 24 44 55 82 177 311 620
9 23 44 56 85 177 293 528
10 23 44 57 86 176 276 455
11 22 44 57 86 175 268 395
12 22 43 56 86 174 267 346
13 21 42 55 85 174 267 305
14 21 42 55 85 173 266 270
15 20 42 55 84 173 266 266
16 20 41 54 84 173 266 266
17 20 41 54 84 173 266 266
18 20 41 54 84 173 266 266
19 20 41 54 84 173 266 266
20 20 42 55 84 173 266 266
21 20 42 58 84 173 266 266
22 20 42 60 84 173 266 266
23 20 41 62 84 173 266 266
24 20 41 65 84 173 266 266
25 20 41 68 84 172 265 265
26 20 41 71 83 172 265 265
27 19 40 73 83 172 265 265
28 19 40 76 83 172 265 265
29 19 40 78 83 171 264 264
30 18 40 81 83 171 264 264

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 19 33 40 62 184 321 3 234
2 21 35 41 64 186 360 2 402
3 22 37 45 71 182 372 1 808
4 23 39 50 76 181 371 1 395
5 25 42 54 79 182 361 1 104
6 27 45 57 82 182 346 895
7 29 48 59 85 182 330 740
8 29 49 60 87 182 312 622
9 29 50 62 91 183 294 530
10 30 51 64 93 183 277 456
11 31 52 65 94 183 276 396
12 31 52 65 95 184 277 347
13 31 52 65 95 184 277 306
14 31 52 65 95 183 276 276
15 31 52 65 94 183 276 276
16 30 51 64 94 183 276 276
17 30 51 64 94 183 276 276
18 30 51 64 94 183 276 276
19 30 51 64 94 183 276 276
20 30 52 65 94 183 276 276
21 31 52 65 94 183 276 276
22 31 52 65 94 183 276 276
23 30 51 65 94 183 276 276
24 30 51 66 94 183 276 276
25 30 51 69 94 182 275 275
26 29 50 71 93 182 275 275
27 29 50 74 93 181 274 274
28 28 49 76 92 181 274 274
29 28 49 78 92 180 273 273
30 27 48 82 91 180 273 273

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
1 119 133 140 163 285 380 3 400
2 118 132 139 162 283 379 2 521
3 116 131 140 165 277 389 1 899
4 116 132 142 168 273 388 1 466
5 116 133 145 169 272 378 1 161
6 115 134 146 171 271 364 941
7 116 135 146 172 270 363 778
8 115 135 147 174 269 362 654
9 114 135 147 176 268 361 556
10 114 135 148 177 267 360 479
11 114 135 148 177 266 359 415
12 112 134 147 176 265 358 363
13 111 132 145 175 264 357 357
14 110 131 144 174 263 356 356
15 108 129 142 172 260 353 353
16 106 127 140 169 258 351 351
17 103 124 137 167 255 348 348
18 101 122 135 164 253 346 346
19 98 120 133 162 251 344 344
20 96 117 130 160 249 342 342
21 94 115 128 158 247 340 340
22 92 113 126 156 244 337 337
23 90 111 124 153 242 335 335
24 87 108 121 151 240 333 333
25 85 106 119 149 238 331 331
26 83 104 117 147 236 329 329
27 81 102 115 145 234 327 327
28 79 100 113 143 232 325 325
29 77 98 111 141 230 323 323
30 75 96 109 139 228 321 321

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 4 10 33 155 312 3 133
2 0 6 12 35 157 350 2 330
3 1 8 16 42 153 363 1 756
4 1 10 20 47 152 361 1 356
5 2 13 25 49 152 352 1 074
6 2 16 28 53 153 338 871
7 3 19 30 56 153 322 721
8 4 20 31 58 153 304 606
9 4 21 33 61 153 287 516
10 4 21 34 63 153 270 444
11 5 21 35 64 153 254 386
12 6 21 34 64 153 246 338
13 6 21 37 64 152 245 298
14 6 21 39 64 152 245 264
15 7 21 41 63 152 245 245
16 8 20 44 63 152 245 245
17 8 20 47 63 152 245 245
18 8 20 49 63 152 245 245
19 9 21 51 63 152 245 245
20 9 21 54 64 153 246 246
21 10 22 57 64 153 246 246
22 10 22 59 65 154 247 247
23 11 22 62 67 154 247 247
24 12 23 65 69 154 247 247
25 12 24 67 71 154 247 247
26 12 24 70 73 155 248 248
27 13 25 72 75 155 248 248
28 13 26 75 77 155 248 248
29 14 27 77 79 155 248 248
30 14 28 79 81 155 248 248

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 74 195 312 3 141
2 30 44 51 74 196 351 2 336
3 29 44 53 78 189 363 1 760
4 28 44 54 81 186 362 1 358
5 28 45 57 82 185 352 1 076
6 31 49 61 86 186 338 872
7 29 48 59 85 182 321 721
8 33 53 64 91 186 304 605
9 32 53 65 93 185 287 516
10 26 47 60 89 179 272 444
11 22 43 56 85 174 267 386
12 18 39 52 82 171 264 337
13 16 37 50 79 168 261 297
14 14 35 48 77 166 259 263
15 12 33 46 76 165 258 258
16 11 32 45 74 163 256 256
17 10 31 46 74 162 255 255
18 9 30 49 73 162 255 255
19 9 30 51 72 161 254 254
20 9 30 54 72 161 254 254
21 9 30 57 73 161 254 254
22 10 30 59 73 161 254 254
23 11 30 61 73 161 254 254
24 12 30 64 72 161 254 254
25 12 30 66 72 161 254 254
26 12 30 69 72 161 254 254
27 13 29 72 74 161 254 254
28 13 29 74 77 161 254 254
29 14 29 77 79 161 254 254
30 14 29 79 81 161 254 254

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
1 183 197 204 227 348 444 3 888
2 181 195 201 224 346 441 2 892
3 176 191 200 225 336 438 2 169
4 172 188 199 225 330 434 1 662
5 168 186 198 222 325 418 1 302
6 165 184 196 221 321 414 1 050
7 163 182 193 219 317 410 865
8 159 179 190 217 312 405 723
9 155 176 188 217 308 401 611
10 152 173 186 215 304 397 523
11 148 169 182 212 301 394 451
12 144 165 178 208 297 390 393
13 140 161 174 204 293 386 386
14 136 158 171 200 289 382 382
15 133 154 167 197 286 379 379
16 130 151 164 194 282 375 375
17 127 148 161 190 279 372 372
18 124 145 158 188 276 369 369
19 121 142 155 185 274 367 367
20 118 139 152 182 271 364 364
21 116 137 150 180 268 361 361
22 113 134 147 177 266 359 359
23 111 132 145 174 263 356 356
24 108 129 142 172 261 354 354
25 106 127 140 170 258 351 351
26 103 125 138 167 256 349 349
27 101 122 135 165 254 347 347
28 99 120 133 163 252 345 345
29 97 118 131 161 249 342 342
30 95 116 129 159 247 340 340

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 26 53 173 315 3 171
2 0 15 26 53 173 354 2 358
3 1 17 28 57 169 367 1 777
4 1 20 32 62 168 365 1 371
5 2 23 37 68 169 355 1 085
6 4 26 40 69 170 341 879
7 6 30 42 72 170 324 727
8 9 34 46 74 171 306 611
9 10 37 49 76 171 289 520
10 11 38 51 76 171 272 447
11 12 40 52 78 171 264 389
12 13 41 54 79 171 264 340
13 13 42 54 79 171 264 300
14 14 43 55 80 171 264 265
15 14 43 55 80 171 264 264
16 14 43 55 80 171 264 264
17 14 43 55 80 171 264 264
18 14 43 55 80 171 264 264
19 14 43 55 80 171 264 264
20 14 43 55 80 171 264 264
21 14 43 57 80 172 265 265
22 14 43 59 80 172 265 265
23 14 43 62 80 172 265 265
24 14 43 65 80 172 265 265
25 14 43 67 80 172 265 265
26 14 43 70 80 172 265 265
27 14 43 72 80 172 265 265
28 14 43 74 80 172 265 265
29 14 43 77 80 172 265 265
30 14 43 79 81 171 264 264

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 11 133 304 3 049
2 0 1 6 14 132 340 2 262
3 1 2 9 17 125 352 1 702
4 1 3 12 20 121 351 1 313
5 2 4 15 23 120 341 1 040
6 2 5 17 26 120 327 843
7 3 6 19 29 120 311 697
8 4 6 22 30 120 294 586
9 4 8 25 33 120 278 499
10 4 9 28 36 120 261 430
11 4 10 30 38 120 245 373
12 6 10 32 40 120 230 327
13 6 12 35 42 121 215 288
14 6 12 37 46 121 214 255
15 6 14 40 48 121 214 227
16 8 14 43 49 121 214 214
17 8 15 45 52 122 215 215
18 8 16 47 54 122 215 215
19 9 17 50 56 124 216 216
20 9 17 53 59 127 216 216
21 9 19 55 60 128 217 217
22 10 20 57 62 130 218 218
23 10 20 59 64 131 218 218
24 10 22 62 66 134 218 218
25 12 22 64 68 135 219 219
26 12 24 67 70 136 219 219
27 13 24 69 72 137 219 219
28 13 25 72 74 139 219 219
29 13 26 74 77 139 219 219
30 14 27 77 79 141 219 219

ANNEX III

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

Currency National insurance market Volatility adjustment (in bps)
Euro Austria 2
Euro Belgium 2
Euro Cyprus 2
Euro Estonia 2
Euro Finland 2
Euro France 2
Euro Germany 2
Euro Greece 2
Euro Ireland 2
Euro Italy 2
Euro Latvia 2
Euro Lithuania 2
Euro Luxembourg 2
Euro Malta 2
Euro Netherlands 2
Euro Portugal 2
Euro Slovakia 2
Euro Slovenia 2
Euro Spain 2
Czech koruna Czech Republic 3
Danish krone Denmark 29
Forint Hungary 1
Krona Sweden 3
Kuna Croatia 5
Lev Bulgaria – 7
Pound sterling United Kingdom 19
Romanian leu Romania – 1
Zloty Poland 5
Króna Iceland 11
Norwegian krone Norway 24
Swiss franc Liechtenstein – 1
Swiss franc Switzerland – 1
Australian dollar Australia 10
Canadian dollar Canada 18
US dollar United States 30
Yen Japan 0

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