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Commission Implementing Regulation (EU) 2018/1699 of 9 November 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2018 until 30 December 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 2018-11-13
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 85 207 313 3 147
2 42 56 63 85 207 351 2 337
3 41 56 64 90 201 364 1 761
4 40 56 67 93 197 362 1 359
5 40 57 69 93 196 352 1 077
6 41 59 70 96 195 339 874
7 41 60 71 97 194 322 723
8 40 60 71 98 193 305 608
9 39 60 72 100 192 288 518
10 39 60 73 101 191 284 446
11 38 59 72 101 190 283 387
12 37 58 71 101 189 282 339
13 37 58 71 100 188 281 299
14 36 57 70 99 188 280 280
15 35 56 69 99 187 280 280
16 34 55 68 98 186 279 279
17 34 55 68 97 186 278 278
18 33 54 67 97 185 278 278
19 33 54 67 96 185 277 277
20 33 54 67 96 184 277 277
21 32 53 66 96 184 277 277
22 32 53 66 95 184 277 277
23 32 52 65 95 183 276 276
24 31 52 65 94 183 276 276
25 30 51 67 94 182 275 275
26 30 51 70 93 182 274 274
27 29 50 72 93 181 274 274
28 29 49 74 92 180 273 273
29 28 49 77 91 180 272 272
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 11 24 31 54 175 311 3 125
2 15 28 35 58 179 349 2 325
3 17 32 41 66 177 362 1 754
4 20 35 46 72 177 361 1 355
5 22 39 51 75 178 352 1 074
6 21 39 51 76 176 338 871
7 27 46 57 82 179 322 721
8 25 45 57 84 178 305 606
9 27 47 59 87 179 287 516
10 28 49 62 91 180 273 445
11 30 51 64 93 181 274 386
12 30 51 64 94 182 275 338
13 31 52 65 94 183 275 298
14 31 52 65 95 183 276 276
15 31 52 65 95 183 276 276
16 31 52 65 94 183 275 275
17 31 52 65 94 183 275 275
18 30 51 64 93 182 275 275
19 30 51 64 93 181 274 274
20 30 51 64 93 181 274 274
21 30 50 63 93 181 274 274
22 29 50 63 93 181 274 274
23 29 50 63 92 181 274 274
24 29 49 65 92 180 273 273
25 28 49 67 92 180 273 273
26 28 49 70 91 179 272 272
27 27 48 72 91 179 272 272
28 27 48 75 90 178 271 271
29 26 47 77 89 178 271 271
30 26 46 80 89 177 270 270

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 10 23 30 53 174 314 3 163
2 11 25 31 54 175 353 2 353
3 11 26 35 60 171 366 1 773
4 12 27 38 64 169 364 1 368
5 13 30 42 66 169 354 1 083
6 14 32 44 69 169 340 878
7 16 35 46 71 169 324 726
8 16 36 47 74 169 306 610
9 16 37 49 77 169 289 519
10 17 38 51 79 169 271 447
11 17 38 51 80 169 262 388
12 17 38 51 81 169 262 340
13 17 38 51 81 169 262 299
14 18 38 51 81 169 262 265
15 18 39 52 81 169 262 262
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 18 38 54 81 169 262 262
21 18 38 57 81 169 262 262
22 17 38 59 81 169 262 262
23 17 38 62 80 169 262 262
24 17 38 65 80 168 261 261
25 16 37 67 80 168 261 261
26 16 37 70 79 168 260 260
27 15 36 72 79 167 260 260
28 15 36 74 78 167 260 260
29 15 36 77 79 167 259 259
30 14 35 79 81 166 259 259

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 88 210 318 3 205
2 48 62 68 91 212 358 2 390
3 50 65 74 99 210 372 1 804
4 51 67 78 104 208 371 1 394
5 53 70 82 106 209 361 1 105
6 55 73 84 110 209 347 896
7 56 75 86 112 209 330 741
8 56 75 87 114 208 313 623
9 56 76 88 116 208 301 531
10 56 77 90 118 208 301 457
11 56 77 90 119 207 300 397
12 55 76 89 118 207 300 348
13 54 75 88 117 206 299 306
14 53 74 87 117 205 298 298
15 52 73 86 116 204 297 297
16 51 72 85 115 203 296 296
17 51 72 85 114 202 295 295
18 50 71 84 113 202 294 294
19 49 70 83 113 201 294 294
20 49 69 82 112 200 293 293
21 48 69 82 111 200 292 292
22 47 68 81 110 199 292 292
23 46 67 80 109 198 291 291
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 42 62 76 105 193 286 286
29 41 62 79 104 192 285 285
30 40 61 82 103 191 284 284

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 97 119 241 336 3 266
2 80 94 101 124 245 366 2 446
3 80 95 104 129 240 381 1 850
4 79 95 106 132 236 380 1 432
5 82 99 111 135 238 371 1 137
6 84 102 114 139 239 357 923
7 86 105 116 142 239 341 765
8 87 107 118 145 240 332 643
9 88 108 120 149 240 333 548
10 88 109 122 151 240 333 472
11 88 109 122 151 240 332 411
12 87 108 121 150 239 332 360
13 86 107 120 149 237 330 330
14 84 105 118 148 236 329 329
15 83 104 117 146 234 327 327
16 81 102 115 145 233 326 326
17 80 101 114 143 232 324 324
18 79 99 112 142 230 323 323
19 77 98 111 141 229 322 322
20 76 97 110 139 228 320 320
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 91 104 133 222 314 314
25 68 89 102 132 220 313 313
26 67 88 101 130 218 311 311
27 65 86 99 128 217 310 310
28 64 84 97 127 215 308 308
29 62 83 96 125 214 307 307
30 61 81 94 124 212 305 305

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 3 17 23 46 167 315 3 172
2 6 20 27 49 171 354 2 360
3 8 23 31 57 167 367 1 779
4 10 26 36 62 167 365 1 373
5 12 29 41 65 168 356 1 087
6 14 32 44 69 168 341 881
7 16 35 46 72 169 325 728
8 16 36 47 74 169 307 612
9 17 37 49 77 169 290 521
10 17 38 51 80 169 272 448
11 17 38 51 80 169 262 390
12 17 38 51 80 169 261 341
13 16 37 50 80 168 261 300
14 16 36 49 79 167 260 266
15 15 36 49 78 167 259 259
16 14 35 48 77 166 259 259
17 14 34 47 77 165 258 258
18 13 34 50 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 76 165 258 258
25 13 34 67 76 165 258 258
26 13 34 70 76 165 257 257
27 13 34 72 76 164 257 257
28 13 33 75 78 164 257 257
29 14 33 77 79 164 257 257
30 14 33 80 82 164 257 257

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 89 102 109 132 253 348 3 443
2 89 103 109 132 253 381 2 563
3 88 103 111 137 248 396 1 933
4 88 104 114 140 245 394 1 492
5 88 105 117 142 244 384 1 181
6 89 107 119 144 243 368 957
7 90 109 120 146 243 351 790
8 90 110 121 148 243 335 664
9 89 110 122 150 242 334 565
10 88 109 122 151 240 333 486
11 86 107 120 150 238 331 422
12 85 105 118 148 236 329 369
13 83 104 117 146 234 327 327
14 81 102 115 144 232 325 325
15 79 100 113 142 231 323 323
16 77 98 111 140 229 321 321
17 75 96 109 139 227 320 320
18 74 94 107 137 225 318 318
19 72 93 106 136 224 317 317
20 71 92 105 135 223 316 316
21 70 91 104 133 222 315 315
22 69 90 103 132 221 314 314
23 68 89 102 131 220 312 312
24 67 88 101 130 218 311 311
25 66 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 96 126 214 307 307
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
1 338 352 359 381 503 598 3 470
2 75 88 95 118 239 383 2 574
3 77 91 100 125 236 396 1 936
4 79 95 105 131 236 394 1 493
5 81 98 110 134 237 383 1 182
6 83 101 113 138 238 368 958
7 85 104 115 141 238 351 791
8 86 106 117 144 239 332 665
9 87 107 119 147 239 332 566
10 87 107 120 149 239 332 488
11 87 108 121 150 239 331 424
12 87 108 121 150 239 331 371
13 87 108 121 151 239 332 332
14 88 109 122 151 239 332 332
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 92 112 125 155 243 336 336
19 92 113 126 156 244 337 337
20 93 114 127 156 245 338 338
21 93 114 127 157 245 338 338
22 93 114 127 156 245 338 338
23 92 113 126 156 244 337 337
24 92 113 126 155 243 336 336
25 91 112 125 154 242 335 335
26 90 110 123 153 241 334 334
27 88 109 122 152 240 333 333
28 87 108 121 150 239 332 332
29 86 107 120 149 237 330 330
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 5 11 34 155 306 3 072
2 0 5 11 34 155 343 2 281
3 1 5 13 38 149 355 1 718
4 1 5 15 41 146 354 1 326
5 2 6 18 42 145 344 1 050
6 2 8 20 45 144 330 851
7 3 10 21 46 144 314 704
8 4 10 22 48 143 297 591
9 4 10 25 50 142 280 504
10 4 10 28 52 141 264 434
11 5 10 31 53 141 247 377
12 6 10 33 53 141 234 330
13 6 12 35 53 141 234 291
14 6 12 38 53 141 234 258
15 6 14 40 53 142 234 234
16 8 14 43 53 142 234 234
17 8 15 46 54 142 235 235
18 8 16 48 54 142 235 235
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 64 145 238 238
23 10 21 61 65 146 239 239
24 12 22 63 67 147 239 239
25 12 22 66 70 147 240 240
26 12 24 68 72 147 240 240
27 13 25 71 74 148 241 241
28 13 26 73 76 148 241 241
29 14 27 76 78 148 241 241
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 91 213 313 3 146
2 49 63 70 92 214 351 2 337
3 49 63 72 97 208 363 1 761
4 48 63 74 100 205 362 1 360
5 48 65 77 101 204 353 1 078
6 49 67 78 104 203 339 874
7 49 68 79 104 202 323 724
8 48 68 80 107 201 306 609
9 48 68 80 109 200 293 519
10 47 68 81 109 199 292 447
11 46 67 79 109 197 290 388
12 44 65 78 107 196 289 340
13 42 63 76 106 194 287 300
14 41 62 75 104 193 285 285
15 40 60 73 103 191 284 284
16 38 59 72 101 190 282 282
17 37 58 71 100 188 281 281
18 36 56 69 99 187 280 280
19 35 55 68 98 186 279 279
20 34 55 68 97 186 279 279
21 33 54 67 97 185 278 278
22 33 54 67 96 185 277 277
23 32 53 66 95 184 277 277
24 31 52 65 95 183 276 276
25 31 52 67 94 182 275 275
26 30 51 70 93 182 275 275
27 29 50 72 93 181 274 274
28 29 50 75 92 180 273 273
29 28 49 77 91 180 273 273
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
1 110 124 131 153 275 370 3 419
2 111 125 132 154 276 380 2 549
3 112 127 135 160 271 394 1 924
4 113 128 139 165 269 393 1 486
5 114 131 143 167 270 383 1 178
6 115 133 145 170 269 368 956
7 116 135 146 171 269 361 791
8 115 135 146 173 268 361 665
9 114 135 147 175 267 360 566
10 114 135 147 176 266 359 488
11 112 133 146 176 264 357 424
12 111 132 145 174 262 355 371
13 109 129 142 172 260 353 353
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 99 120 133 163 251 344 344
18 97 118 131 160 249 342 342
19 95 116 129 158 247 340 340
20 93 114 127 157 245 338 338
21 92 112 125 155 243 336 336
22 90 111 124 153 241 334 334
23 88 109 122 151 240 332 332
24 86 107 120 149 238 331 331
25 84 105 118 148 236 329 329
26 83 103 116 146 234 327 327
27 81 102 115 144 233 325 325
28 79 100 113 143 231 324 324
29 78 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
1 168 182 188 211 332 427 3 441
2 177 191 197 220 342 436 2 599
3 181 195 204 229 340 435 1 977
4 182 197 208 234 339 432 1 537
5 182 199 211 236 338 431 1 221
6 182 200 212 237 337 430 992
7 183 202 213 238 335 428 821
8 181 201 212 239 334 426 690
9 180 200 212 241 332 425 588
10 179 200 212 241 331 424 506
11 177 198 211 240 329 422 440
12 174 195 208 238 326 419 419
13 172 192 205 235 323 416 416
14 168 189 202 232 320 413 413
15 165 186 199 229 317 410 410
16 162 183 196 225 314 407 407
17 159 180 193 222 310 403 403
18 156 176 189 219 307 400 400
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
24 137 158 171 200 289 381 381
25 134 155 168 197 285 378 378
26 131 152 165 194 282 375 375
27 128 149 162 191 279 372 372
28 125 146 159 188 277 369 369
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 24 37 44 67 188 317 3 191
2 24 38 45 68 189 355 2 371
3 24 39 47 73 183 369 1 788
4 24 39 50 76 181 367 1 381
5 24 41 53 77 180 358 1 094
6 25 43 55 80 179 343 887
7 26 45 56 81 178 327 733
8 24 44 56 83 177 309 616
9 24 44 56 85 176 292 525
10 24 44 57 86 175 274 452
11 23 44 57 86 175 268 392
12 22 43 56 86 174 267 343
13 22 43 56 85 173 266 303
14 21 42 55 85 173 266 268
15 21 42 55 84 173 265 265
16 21 42 55 84 172 265 265
17 21 42 55 84 172 265 265
18 21 42 55 84 172 265 265
19 21 42 55 84 172 265 265
20 21 42 55 84 173 265 265
21 21 42 57 84 173 265 265
22 21 42 60 84 173 265 265
23 21 42 62 84 172 265 265
24 21 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 83 172 264 264
28 20 40 76 83 171 264 264
29 19 40 78 83 171 264 264
30 19 40 81 82 171 263 263

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 20 34 40 63 184 321 3 232
2 22 35 42 65 186 359 2 400
3 23 37 46 71 182 372 1 807
4 24 40 50 76 181 370 1 395
5 26 42 54 79 182 360 1 104
6 27 45 57 82 182 346 895
7 29 49 60 85 182 329 740
8 30 49 61 88 182 312 622
9 30 50 62 91 182 294 530
10 31 52 65 93 183 277 456
11 31 52 65 95 183 276 396
12 32 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 31 52 65 94 182 275 275
17 31 52 65 94 182 275 275
18 31 51 64 94 182 275 275
19 31 52 65 94 182 275 275
20 31 52 65 94 183 276 276
21 31 52 65 95 183 276 276
22 31 52 65 94 183 276 276
23 31 52 65 94 183 275 275
24 31 51 66 94 182 275 275
25 30 51 69 94 182 275 275
26 30 51 71 93 182 274 274
27 29 50 74 93 181 274 274
28 29 50 76 92 181 273 273
29 28 49 79 92 180 273 273
30 28 49 82 91 180 272 272

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
1 120 134 140 163 284 379 3 499
2 119 132 139 162 283 388 2 613
3 117 132 140 165 276 402 1 967
4 116 132 142 168 273 400 1 516
5 116 133 145 169 272 389 1 199
6 116 134 146 171 270 373 971
7 117 136 147 172 269 362 802
8 116 135 147 174 268 361 673
9 115 135 147 176 267 360 572
10 115 135 148 177 267 359 492
11 114 135 148 177 266 359 427
12 113 134 147 176 264 357 373
13 112 132 145 175 263 356 356
14 110 131 144 174 262 355 355
15 108 129 142 171 260 353 353
16 106 127 140 169 258 350 350
17 103 124 137 166 255 348 348
18 101 122 135 164 253 345 345
19 99 120 133 162 250 343 343
20 97 117 130 160 248 341 341
21 94 115 128 158 246 339 339
22 92 113 126 155 244 337 337
23 90 111 124 153 242 334 334
24 88 109 122 151 239 332 332
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 11 34 155 313 3 143
2 0 6 13 36 157 351 2 338
3 1 8 17 42 153 364 1 762
4 1 10 21 47 151 362 1 360
5 2 13 25 50 152 353 1 077
6 2 16 28 53 153 339 874
7 3 19 30 56 153 322 723
8 4 20 32 59 153 305 607
9 4 21 33 62 153 288 517
10 4 22 35 64 153 271 445
11 5 22 35 64 153 254 387
12 6 22 35 64 152 245 339
13 6 21 37 64 152 245 299
14 6 21 39 64 152 245 265
15 8 21 41 64 152 245 245
16 8 21 44 63 151 244 244
17 8 21 47 63 152 244 244
18 8 21 49 63 152 244 244
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 67 154 246 246
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 77 154 247 247
29 14 27 77 79 155 247 247
30 14 28 80 81 155 247 247

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 73 195 313 3 142
2 31 44 51 74 195 350 2 334
3 29 44 52 78 189 363 1 758
4 28 44 54 80 185 361 1 356
5 28 45 57 81 184 351 1 074
6 31 49 60 86 185 337 870
7 29 48 59 84 181 321 719
8 33 52 64 91 185 303 604
9 32 52 64 93 184 286 514
10 26 47 60 89 178 271 443
11 22 43 56 85 174 266 385
12 18 39 52 82 170 263 337
13 16 37 50 79 168 260 297
14 14 35 48 77 166 258 263
15 12 33 46 76 164 257 257
16 11 32 45 74 162 255 255
17 10 31 46 73 162 254 254
18 9 30 49 73 161 254 254
19 9 30 51 72 161 253 253
20 9 30 54 72 161 253 253
21 9 30 57 72 161 254 254
22 10 30 58 72 161 254 254
23 11 30 61 72 161 253 253
24 12 30 63 72 161 253 253
25 12 30 66 72 160 253 253
26 12 29 68 72 160 253 253
27 13 29 71 74 160 253 253
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
1 187 201 207 230 351 452 4 713
2 184 198 204 227 348 497 3 456
3 179 194 202 228 339 508 2 574
4 175 191 201 227 332 496 1 944
5 171 188 200 224 327 470 1 497
6 168 186 198 223 322 446 1 197
7 165 184 195 221 318 421 981
8 161 181 192 219 314 406 813
9 157 177 190 218 309 402 681
10 153 174 187 216 305 398 577
11 149 170 183 213 301 394 494
12 145 166 179 209 297 390 427
13 141 162 175 205 293 386 386
14 138 159 172 201 289 382 382
15 134 155 168 198 286 379 379
16 131 152 165 194 283 375 375
17 128 149 162 191 279 372 372
18 125 146 159 188 276 369 369
19 122 143 156 185 274 367 367
20 119 140 153 183 271 364 364
21 117 138 151 180 268 361 361
22 114 135 148 177 266 359 359
23 112 132 145 175 263 356 356
24 109 130 143 172 261 354 354
25 107 127 140 170 258 351 351
26 104 125 138 168 256 349 349
27 102 123 136 165 254 346 346
28 100 121 134 163 251 344 344
29 98 118 131 161 249 342 342
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 53 173 317 3 187
2 0 14 26 53 173 356 2 371
3 1 17 28 57 169 368 1 786
4 1 19 32 62 168 367 1 378
5 2 22 37 68 169 357 1 091
6 4 26 39 69 170 342 884
7 6 30 42 72 170 325 730
8 9 34 46 74 170 308 614
9 10 37 49 76 170 290 522
10 11 38 51 76 170 273 450
11 12 40 52 78 171 263 390
12 13 41 54 79 171 263 342
13 14 42 54 79 171 263 301
14 14 43 55 80 171 263 267
15 14 43 55 80 171 263 263
16 14 43 55 80 170 263 263
17 14 43 55 80 170 263 263
18 14 43 55 80 170 263 263
19 14 43 55 80 170 263 263
20 14 43 55 80 171 264 264
21 14 43 57 80 171 264 264
22 14 43 60 80 171 264 264
23 14 43 62 80 171 264 264
24 14 43 65 80 171 264 264
25 14 43 67 80 171 264 264
26 14 43 70 80 171 264 264
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 81 171 263 263

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 14 131 341 2 262
3 1 2 9 17 124 352 1 703
4 1 3 12 20 121 351 1 314
5 2 4 15 23 120 341 1 040
6 2 5 17 26 120 327 843
7 3 6 19 29 119 312 697
8 4 6 22 30 119 295 586
9 4 8 25 33 119 278 499
10 4 9 28 36 120 261 430
11 4 10 30 38 120 245 374
12 6 10 32 40 120 230 327
13 6 12 35 43 120 216 288
14 6 12 38 46 120 213 256
15 6 14 40 48 121 214 228
16 8 14 43 49 121 214 214
17 8 15 45 52 121 214 214
18 8 16 47 54 122 215 215
19 9 17 50 56 125 215 215
20 9 17 53 59 127 216 216
21 9 19 55 60 128 216 216
22 10 20 57 62 130 217 217
23 10 20 59 64 131 217 217
24 11 22 62 66 134 218 218
25 12 22 65 68 135 218 218
26 12 24 67 70 136 218 218
27 13 24 69 72 138 218 218
28 13 25 72 74 139 218 218
29 13 26 74 77 139 218 218
30 14 27 78 79 141 218 218

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 8
Danish krone Denmark 31
Forint Hungary 3
Krona Sweden 5
Kuna Croatia 7
Lev Bulgaria – 9
Pound sterling United Kingdom 21
Romanian leu Romania 2
Zloty Poland 6
Króna Iceland 16
Norwegian krone Norway 30
Swiss franc Liechtenstein 0
Swiss franc Switzerland 0
Australian dollar Australia 10
Canadian dollar Canada 23
US dollar United States 33
Yen Japan 1

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