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Commission Implementing Regulation (EU) 2018/1078 of 30 July 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2018 until 29 September 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 2018-07-31
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 86 207 313 3 152
2 42 56 63 86 207 351 2 341
3 41 56 65 90 201 364 1 763
4 40 56 67 93 198 362 1 361
5 40 57 69 94 197 353 1 078
6 41 59 70 96 195 339 875
7 41 60 71 97 194 323 723
8 40 60 71 98 193 305 608
9 39 60 72 100 192 288 518
10 39 60 73 102 191 284 446
11 38 59 72 102 190 283 388
12 37 58 71 101 190 282 339
13 37 58 71 100 189 282 299
14 36 57 70 100 188 281 281
15 35 56 69 99 187 280 280
16 34 55 68 98 186 279 279
17 34 55 68 97 186 279 279
18 33 54 67 97 185 278 278
19 33 54 67 96 185 278 278
20 33 54 67 96 185 278 278
21 32 53 66 96 185 277 277
22 32 53 66 96 184 277 277
23 32 53 66 95 184 277 277
24 31 52 65 95 183 276 276
25 30 51 67 94 183 275 275
26 30 51 70 93 182 275 275
27 29 50 72 93 181 274 274
28 29 50 75 92 181 274 274
29 28 49 77 92 180 273 273
30 27 48 79 91 179 272 272

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 3 118
2 14 28 35 58 179 349 2 320
3 17 32 40 66 177 362 1 750
4 20 35 46 72 177 361 1 353
5 22 39 51 75 178 351 1 072
6 21 39 51 76 176 338 870
7 27 46 57 82 180 321 720
8 25 45 57 84 178 304 605
9 27 47 59 88 179 287 516
10 28 49 62 91 181 274 444
11 30 51 64 93 182 275 386
12 30 51 64 94 183 275 338
13 31 52 65 94 183 276 298
14 31 52 65 95 183 276 276
15 31 52 65 95 183 276 276
16 31 52 65 94 183 276 276
17 31 52 65 94 183 276 276
18 30 51 64 94 182 275 275
19 30 51 64 93 182 275 275
20 30 51 64 93 182 275 275
21 30 51 64 93 182 275 275
22 29 50 63 93 181 274 274
23 29 50 63 93 181 274 274
24 29 50 65 92 181 274 274
25 28 49 67 92 180 273 273
26 28 49 70 91 180 273 273
27 27 48 72 91 179 272 272
28 27 48 75 90 179 272 272
29 26 47 77 90 178 271 271
30 26 47 80 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 30 52 174 313 3 146
2 10 24 31 54 175 351 2 341
3 11 26 34 60 171 364 1 764
4 11 27 38 64 169 363 1 362
5 12 29 41 66 169 353 1 078
6 14 32 44 69 169 339 874
7 16 35 46 71 169 322 722
8 16 36 47 74 169 305 607
9 16 37 49 77 169 287 517
10 17 38 51 79 169 270 445
11 17 38 51 80 169 262 386
12 17 38 51 81 169 262 338
13 17 38 51 81 170 262 298
14 17 38 51 81 170 263 264
15 18 39 52 81 170 263 263
16 17 38 51 81 169 262 262
17 17 38 51 81 169 262 262
18 17 38 51 81 169 262 262
19 17 38 51 81 169 262 262
20 17 38 54 81 170 262 262
21 17 38 57 81 170 262 262
22 17 38 59 81 169 262 262
23 17 38 61 81 169 262 262
24 17 38 64 80 169 262 262
25 16 37 66 80 168 261 261
26 16 37 69 79 168 261 261
27 15 36 72 79 168 260 260
28 15 36 74 79 167 260 260
29 15 36 77 79 167 260 260
30 14 35 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 88 210 317 3 187
2 48 62 68 91 213 357 2 379
3 50 65 74 99 210 371 1 797
4 51 67 78 104 208 370 1 389
5 53 70 82 106 209 360 1 101
6 54 73 84 110 209 346 893
7 56 75 86 112 209 330 739
8 55 75 87 114 209 312 622
9 55 76 88 117 208 301 530
10 56 77 90 119 208 301 456
11 56 77 90 119 208 301 396
12 55 76 89 118 207 300 347
13 54 75 88 118 206 299 306
14 53 74 87 117 205 298 298
15 52 73 86 116 204 297 297
16 51 72 85 115 204 296 296
17 51 72 85 114 203 296 296
18 50 71 84 113 202 295 295
19 49 70 83 113 201 294 294
20 48 69 82 112 201 293 293
21 48 69 82 111 200 293 293
22 47 68 81 110 199 292 292
23 46 67 80 110 198 291 291
24 45 66 79 109 197 290 290
25 44 65 78 108 196 289 289
26 43 64 77 107 195 288 288
27 42 63 76 106 194 287 287
28 41 62 76 105 194 286 286
29 41 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 97 120 241 336 3 285
2 80 94 101 124 245 366 2 450
3 80 95 104 129 240 381 1 853
4 79 95 106 132 237 380 1 433
5 82 99 111 135 238 371 1 137
6 84 102 114 139 239 357 923
7 86 105 116 142 239 341 764
8 87 107 118 145 240 333 643
9 88 108 120 149 240 333 547
10 88 109 122 151 240 333 471
11 88 109 122 151 240 333 409
12 87 108 121 150 239 332 358
13 85 107 120 149 238 331 331
14 84 105 118 148 236 329 329
15 83 104 117 146 235 328 328
16 81 102 115 145 233 326 326
17 80 101 114 143 232 325 325
18 78 99 112 142 230 323 323
19 77 98 111 141 229 322 322
20 76 97 110 139 228 321 321
21 74 95 108 138 226 319 319
22 73 94 107 136 225 318 318
23 71 92 105 135 223 316 316
24 70 91 104 133 222 315 315
25 68 89 102 132 220 313 313
26 66 87 100 130 219 312 312
27 65 86 99 129 217 310 310
28 63 84 97 127 216 308 308
29 62 83 96 125 214 307 307
30 60 81 94 124 213 305 305

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 46 167 314 3 161
2 6 20 26 49 171 353 2 352
3 8 23 31 56 167 366 1 773
4 10 25 36 62 167 364 1 369
5 12 29 41 65 168 355 1 084
6 14 32 44 69 169 340 879
7 16 35 46 71 169 324 726
8 16 36 47 74 169 306 610
9 16 37 49 77 169 289 520
10 17 38 51 80 169 272 447
11 17 38 51 80 169 262 389
12 17 38 51 80 169 262 340
13 16 37 50 80 168 261 300
14 15 36 49 79 168 260 265
15 15 36 49 78 167 260 260
16 14 35 48 77 166 259 259
17 13 34 47 77 165 258 258
18 13 34 49 77 165 258 258
19 13 34 52 76 165 258 258
20 13 34 54 76 165 258 258
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 13 34 70 76 165 258 258
27 13 33 72 76 165 258 258
28 13 33 75 78 164 257 257
29 14 33 77 79 164 257 257
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 88 102 109 131 253 348 3 418
2 89 102 109 132 253 379 2 548
3 88 103 111 136 247 394 1 924
4 87 103 114 140 245 393 1 486
5 88 105 117 141 244 383 1 177
6 89 107 118 144 243 368 954
7 90 109 120 145 243 350 789
8 89 109 121 148 243 335 662
9 89 109 121 150 242 334 564
10 88 108 121 150 240 333 485
11 86 107 120 149 238 331 421
12 84 105 118 148 236 329 368
13 82 103 116 146 234 327 327
14 80 101 114 144 232 325 325
15 78 99 112 142 231 324 324
16 76 97 110 140 229 321 321
17 75 96 109 138 227 320 320
18 73 94 107 137 225 318 318
19 72 93 106 135 224 317 317
20 71 92 105 134 223 316 316
21 70 91 104 133 222 315 315
22 69 90 103 132 221 314 314
23 67 89 102 131 220 313 313
24 66 87 100 130 218 311 311
25 65 86 99 129 217 310 310
26 64 85 98 128 216 309 309
27 63 84 97 127 215 308 308
28 62 83 96 125 214 307 307
29 61 82 95 124 213 306 306
30 60 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
1 340 354 360 383 505 600 3 478
2 74 88 94 117 239 384 2 581
3 76 91 99 125 236 396 1 940
4 78 94 105 131 236 394 1 495
5 81 98 110 134 237 383 1 182
6 83 101 113 138 238 368 957
7 85 104 115 140 238 350 791
8 86 105 117 144 239 332 664
9 86 107 119 147 239 332 565
10 86 107 120 149 239 332 487
11 86 107 120 150 239 331 423
12 86 107 120 150 239 331 370
13 87 108 121 150 239 332 332
14 87 108 121 151 239 332 332
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 93 114 127 156 245 338 338
21 93 114 127 156 245 338 338
22 93 114 127 156 245 338 338
23 92 113 126 156 244 337 337
24 91 112 125 155 243 336 336
25 90 111 124 154 243 335 335
26 89 110 123 153 241 334 334
27 88 109 122 152 240 333 333
28 87 108 121 150 239 332 332
29 85 106 119 149 238 330 330
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 34 155 306 3 073
2 0 4 11 34 155 343 2 281
3 1 5 13 38 149 356 1 718
4 1 5 15 41 146 354 1 326
5 2 6 18 42 145 344 1 050
6 2 8 20 45 144 331 852
7 3 10 21 46 144 315 704
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 53 141 248 377
12 6 10 33 53 141 234 331
13 6 12 35 53 141 234 291
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 54 142 235 235
18 8 16 48 54 143 236 236
19 9 17 50 57 143 236 236
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 66 146 239 239
24 12 22 63 68 147 240 240
25 12 22 66 70 147 240 240
26 12 24 68 72 148 241 241
27 13 25 71 74 148 241 241
28 13 26 73 76 148 241 241
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 92 213 313 3 152
2 49 63 70 93 214 351 2 341
3 49 63 72 97 208 364 1 764
4 48 64 74 100 205 363 1 363
5 48 65 77 101 204 353 1 080
6 49 67 79 104 204 340 876
7 49 68 79 105 202 324 725
8 48 68 80 107 202 306 610
9 48 69 81 109 201 294 520
10 47 68 81 110 199 292 448
11 46 67 80 109 198 291 389
12 44 65 78 108 196 289 341
13 42 63 76 106 195 287 300
14 41 62 75 105 193 286 286
15 39 60 73 103 192 285 285
16 38 59 72 101 190 283 283
17 37 58 71 100 189 282 282
18 35 56 69 99 188 280 280
19 35 56 69 98 187 280 280
20 34 55 68 98 186 279 279
21 33 54 67 97 186 278 278
22 33 54 67 96 185 278 278
23 32 53 66 96 184 277 277
24 31 52 65 95 184 276 276
25 31 52 67 94 183 276 276
26 30 51 70 94 182 275 275
27 29 50 72 93 181 274 274
28 29 50 75 92 181 274 274
29 28 49 78 92 180 273 273
30 27 48 80 91 179 272 272

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 3 411
2 111 125 132 154 276 378 2 541
3 112 127 135 161 272 393 1 918
4 112 128 139 165 270 392 1 482
5 113 130 142 167 270 382 1 174
6 115 133 145 170 269 367 953
7 116 135 146 171 269 362 788
8 115 135 146 173 268 361 663
9 114 135 147 175 267 360 565
10 114 134 147 176 266 359 486
11 112 133 146 176 264 357 422
12 110 131 144 174 262 355 370
13 108 129 142 172 260 353 353
14 106 127 140 170 258 351 351
15 104 125 138 167 256 349 349
16 101 122 135 165 253 346 346
17 99 120 133 162 251 344 344
18 97 118 131 160 249 342 342
19 95 116 129 158 247 340 340
20 93 114 127 156 245 338 338
21 91 112 125 155 243 336 336
22 89 110 123 153 241 334 334
23 88 109 122 151 240 333 333
24 86 107 120 149 238 331 331
25 84 105 118 148 236 329 329
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 98 111 141 229 322 322
30 76 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
1 168 182 189 211 333 428 3 423
2 177 191 198 221 342 437 2 583
3 181 196 204 230 341 436 1 962
4 182 198 208 234 339 433 1 527
5 182 199 211 236 339 431 1 216
6 182 200 212 238 337 430 989
7 182 202 213 238 336 428 819
8 181 201 212 239 334 427 689
9 180 200 212 241 332 425 587
10 179 200 212 241 331 424 505
11 177 198 211 240 329 422 439
12 174 195 208 238 326 419 419
13 171 192 205 235 323 416 416
14 168 189 202 232 320 413 413
15 165 186 199 229 317 410 410
16 162 183 196 225 314 407 407
17 159 180 193 222 311 404 404
18 155 176 189 219 308 400 400
19 152 173 186 216 304 397 397
20 149 170 183 213 301 394 394
21 146 167 180 210 298 391 391
22 143 164 177 207 295 388 388
23 140 161 174 203 292 385 385
24 137 158 171 200 289 382 382
25 134 155 168 197 286 379 379
26 131 152 165 194 283 376 376
27 128 149 162 191 280 373 373
28 125 146 159 188 277 370 370
29 122 143 156 185 274 367 367
30 119 140 153 183 271 364 364

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 44 67 188 318 3 199
2 24 38 45 67 189 356 2 376
3 24 39 47 73 184 369 1 790
4 23 39 50 76 181 368 1 382
5 24 41 53 77 180 358 1 095
6 24 43 54 80 179 344 887
7 25 45 55 81 178 327 734
8 24 44 56 82 177 309 616
9 24 44 56 85 176 292 525
10 23 44 57 86 176 274 452
11 23 44 57 86 175 268 392
12 22 43 56 86 174 267 343
13 21 42 55 85 174 267 302
14 21 42 55 85 173 266 268
15 21 42 55 84 173 266 266
16 20 42 55 84 173 266 266
17 20 41 54 84 173 265 265
18 20 41 54 84 173 265 265
19 21 42 55 84 173 266 266
20 21 42 55 84 173 266 266
21 21 42 57 84 173 266 266
22 21 42 60 84 173 266 266
23 21 42 62 84 173 266 266
24 20 41 65 84 172 265 265
25 20 41 67 84 172 265 265
26 20 41 70 83 172 265 265
27 20 41 72 83 172 265 265
28 19 40 76 83 171 264 264
29 19 40 78 83 171 264 264
30 19 40 81 82 171 264 264

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 63 184 321 3 233
2 21 35 42 65 186 359 2 401
3 22 37 46 71 182 372 1 808
4 23 39 50 76 181 371 1 395
5 25 42 54 79 182 361 1 105
6 27 45 57 82 182 346 895
7 29 48 59 85 182 330 740
8 29 49 61 88 182 312 622
9 30 50 62 91 182 294 530
10 31 51 64 93 183 277 456
11 31 52 65 94 183 276 396
12 31 52 65 95 183 276 347
13 31 52 65 95 183 276 306
14 31 52 65 95 183 276 276
15 31 52 65 94 183 276 276
16 30 51 64 94 183 275 275
17 30 51 64 94 183 275 275
18 30 51 64 94 182 275 275
19 30 51 64 94 183 275 275
20 31 52 65 94 183 276 276
21 31 52 65 94 183 276 276
22 31 52 65 94 183 276 276
23 31 52 65 94 183 276 276
24 30 51 66 94 182 275 275
25 30 51 69 94 182 275 275
26 30 51 71 93 182 275 275
27 29 50 74 93 181 274 274
28 29 50 76 92 181 274 274
29 28 49 78 92 180 273 273
30 28 49 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
1 120 134 140 163 285 380 3 434
2 118 132 139 162 283 380 2 555
3 117 131 140 165 276 394 1 926
4 116 132 142 168 273 393 1 487
5 116 133 145 169 272 383 1 177
6 116 134 146 171 270 368 954
7 116 135 146 172 269 362 789
8 115 135 147 174 269 361 663
9 114 135 147 175 267 360 564
10 114 135 148 177 267 360 486
11 114 135 148 177 266 359 422
12 113 134 147 176 265 358 369
13 111 132 145 175 263 356 356
14 110 131 144 174 262 355 355
15 108 129 142 171 260 353 353
16 106 127 140 169 258 351 351
17 103 124 137 166 255 348 348
18 101 122 135 164 253 346 346
19 98 119 132 162 251 344 344
20 96 117 130 160 248 341 341
21 94 115 128 158 246 339 339
22 92 113 126 155 244 337 337
23 90 111 124 153 242 335 335
24 87 108 121 151 240 332 332
25 85 106 119 149 237 330 330
26 83 104 117 147 235 328 328
27 81 102 115 145 233 326 326
28 79 100 113 143 231 324 324
29 77 98 111 141 229 322 322
30 75 96 109 139 227 320 320

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 3 141
2 0 6 13 35 157 351 2 337
3 1 8 16 42 153 364 1 761
4 1 10 21 47 152 362 1 360
5 2 13 25 50 152 353 1 077
6 2 16 28 53 153 339 873
7 3 19 30 56 153 322 722
8 4 20 32 58 153 305 607
9 4 21 33 61 153 288 517
10 4 22 35 63 153 270 445
11 5 22 35 64 153 254 387
12 6 21 34 64 153 245 339
13 6 21 37 64 152 245 299
14 6 21 39 64 152 245 265
15 8 21 41 63 152 245 245
16 8 20 44 63 152 244 244
17 8 20 47 63 152 245 245
18 8 21 49 63 152 245 245
19 9 21 51 63 152 245 245
20 9 21 54 64 152 245 245
21 10 22 57 64 153 246 246
22 10 22 60 65 153 246 246
23 11 23 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 73 154 247 247
27 13 25 72 75 154 247 247
28 13 26 75 77 155 248 248
29 14 27 77 79 155 248 248
30 14 28 80 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 73 195 312 3 141
2 31 44 51 74 195 350 2 334
3 29 44 52 78 189 363 1 759
4 28 44 54 81 185 361 1 357
5 28 45 57 81 184 352 1 074
6 31 49 61 86 185 337 871
7 29 48 59 84 182 321 720
8 33 52 64 91 186 304 605
9 32 52 65 93 185 286 515
10 26 47 60 89 179 272 443
11 22 43 56 85 174 267 385
12 18 39 52 82 170 263 337
13 16 37 50 79 168 261 297
14 14 35 48 77 166 259 263
15 12 33 46 76 164 257 257
16 11 32 45 74 163 256 256
17 10 31 46 73 162 255 255
18 9 30 49 73 161 254 254
19 9 30 51 72 161 254 254
20 9 30 54 72 161 254 254
21 9 30 57 72 161 254 254
22 10 30 58 72 161 254 254
23 11 30 61 72 161 254 254
24 12 30 63 72 161 254 254
25 12 30 66 72 161 254 254
26 12 30 69 72 161 254 254
27 13 29 72 74 161 253 253
28 13 29 74 76 160 253 253
29 14 29 77 79 160 253 253
30 14 29 79 81 160 253 253

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
1 184 198 205 228 349 444 4 139
2 182 196 202 225 347 448 3 069
3 177 192 201 226 337 459 2 287
4 173 189 199 226 330 453 1 750
5 169 186 198 223 326 439 1 377
6 166 184 196 222 321 418 1 105
7 164 183 194 219 317 410 904
8 160 179 191 218 313 406 754
9 156 176 188 217 309 402 640
10 152 173 186 215 305 397 549
11 148 169 182 212 301 393 475
12 144 165 178 208 297 389 414
13 141 162 175 204 293 386 386
14 137 158 171 200 289 382 382
15 133 154 167 197 286 378 378
16 130 151 164 194 282 375 375
17 127 148 161 191 279 372 372
18 124 145 158 188 276 369 369
19 121 142 155 185 273 366 366
20 119 140 153 182 271 364 364
21 116 137 150 180 268 361 361
22 113 135 148 177 266 359 359
23 111 132 145 175 263 356 356
24 108 129 142 172 261 353 353
25 106 127 140 170 258 351 351
26 104 125 138 167 256 349 349
27 101 122 135 165 254 346 346
28 99 120 133 163 251 344 344
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 14 26 53 173 316 3 179
2 0 14 26 53 173 355 2 365
3 1 17 28 57 169 367 1 781
4 1 20 32 62 168 366 1 374
5 2 23 37 68 169 356 1 088
6 4 26 39 69 170 341 881
7 6 30 42 72 170 325 728
8 9 34 46 74 170 307 612
9 10 37 49 76 171 289 521
10 11 38 51 76 171 272 448
11 12 40 52 78 171 264 389
12 13 41 54 79 171 264 341
13 14 42 54 79 171 264 300
14 14 43 55 80 171 264 266
15 14 43 55 80 171 264 264
16 14 43 55 80 171 263 263
17 14 43 55 80 171 263 263
18 14 43 55 80 171 263 263
19 14 43 55 80 171 264 264
20 14 43 55 80 171 264 264
21 14 43 57 80 171 264 264
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 80 172 264 264
27 14 43 72 80 171 264 264
28 14 43 75 80 171 264 264
29 14 43 77 80 171 264 264
30 14 43 80 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 14 131 340 2 261
3 1 2 9 17 124 352 1 702
4 1 3 12 20 121 350 1 313
5 2 4 15 23 120 341 1 040
6 2 5 17 26 120 327 843
7 3 6 19 29 119 311 697
8 4 6 22 30 119 294 586
9 4 8 25 33 119 278 499
10 4 9 28 36 120 261 429
11 4 10 30 38 120 245 373
12 6 10 32 40 120 230 327
13 6 12 35 42 120 215 288
14 6 12 37 46 121 213 255
15 6 14 40 48 121 214 227
16 8 14 43 49 121 214 214
17 8 15 45 52 122 214 214
18 8 16 47 54 122 215 215
19 9 17 50 56 124 215 215
20 9 17 53 59 127 216 216
21 9 19 55 60 128 217 217
22 10 20 57 62 130 217 217
23 10 20 59 64 131 218 218
24 10 22 62 66 133 218 218
25 12 22 64 68 135 218 218
26 12 24 67 70 136 218 218
27 13 24 69 72 137 218 218
28 13 25 72 74 139 218 218
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 10
Euro Belgium 10
Euro Cyprus 10
Euro Estonia 10
Euro Finland 10
Euro France 10
Euro Germany 10
Euro Greece 10
Euro Ireland 10
Euro Italy 10
Euro Latvia 10
Euro Lithuania 10
Euro Luxembourg 10
Euro Malta 10
Euro Netherlands 10
Euro Portugal 10
Euro Slovakia 10
Euro Slovenia 10
Euro Spain 10
Czech koruna Czech Republic 6
Danish krone Denmark 34
Forint Hungary 4
Krona Sweden 4
Kuna Croatia 8
Lev Bulgaria – 4
Pound sterling United Kingdom 21
Romanian leu Romania 4
Zloty Poland 7
Króna Iceland 18
Norwegian krone Norway 29
Swiss franc Liechtenstein 0
Swiss franc Switzerland 0
Australian dollar Australia 11
Canadian dollar Canada 22
US dollar United States 38
Yen Japan 1

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