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Commission Implementing Regulation (EU) 2019/699 of 6 May 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2019 until 29 June 2019 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 2019-05-07
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 62 85 206 306 3 139
2 42 56 62 85 206 344 2 327
3 41 56 64 89 200 357 1 751
4 40 56 66 92 197 356 1 350
5 40 57 69 93 195 347 1 069
6 41 58 70 95 194 333 867
7 41 60 71 96 193 317 717
8 40 60 71 98 192 301 602
9 39 60 72 100 191 284 513
10 39 59 72 101 190 283 442
11 38 59 72 101 189 282 384
12 37 58 71 100 189 282 336
13 37 57 70 100 188 281 296
14 36 57 70 99 187 280 280
15 35 56 69 98 186 279 279
16 34 55 68 97 186 279 279
17 34 54 67 97 185 278 278
18 33 54 67 96 184 277 277
19 33 53 66 96 184 277 277
20 33 53 66 96 184 277 277
21 32 53 66 95 184 277 277
22 32 53 66 95 183 276 276
23 32 52 65 95 183 276 276
24 31 52 65 94 182 275 275
25 30 51 65 93 182 275 275
26 30 50 67 93 181 274 274
27 29 50 70 92 180 273 273
28 28 49 72 92 180 273 273
29 28 48 75 91 179 272 272
30 27 48 77 90 178 271 271

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 25 31 54 175 307 3 149
2 15 29 35 58 179 346 2 338
3 18 32 41 66 176 359 1 760
4 20 36 46 72 176 358 1 358
5 22 39 51 75 178 349 1 075
6 22 39 51 76 175 335 871
7 27 46 57 82 179 319 720
8 26 45 57 84 178 302 605
9 27 47 59 87 179 285 515
10 29 49 62 91 180 273 443
11 30 51 64 93 181 274 385
12 31 51 64 94 182 275 337
13 31 52 65 94 182 275 297
14 31 52 65 94 182 275 275
15 31 52 65 94 183 276 276
16 31 52 64 94 182 275 275
17 31 52 65 94 182 275 275
18 30 51 64 93 181 274 274
19 30 50 63 93 181 274 274
20 30 50 63 93 181 274 274
21 30 50 63 93 181 274 274
22 29 50 63 93 181 274 274
23 29 50 63 92 180 273 273
24 29 49 62 92 180 273 273
25 28 49 65 91 179 272 272
26 28 48 67 91 179 272 272
27 27 48 70 90 178 271 271
28 27 47 72 90 178 271 271
29 26 47 75 89 177 270 270
30 26 46 78 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 24 30 53 174 307 3 159
2 12 25 32 54 175 346 2 342
3 12 26 35 60 171 359 1 762
4 12 28 38 64 169 358 1 359
5 13 30 42 66 169 349 1 075
6 15 33 44 69 169 335 871
7 16 35 46 72 168 319 720
8 16 36 47 74 168 302 605
9 17 37 49 77 168 284 515
10 17 38 51 79 169 268 443
11 18 38 51 80 169 262 385
12 18 38 51 81 169 262 337
13 18 38 51 81 169 262 297
14 18 39 52 81 169 262 263
15 18 39 52 81 169 262 262
16 18 38 51 81 169 262 262
17 18 38 51 81 169 262 262
18 18 38 51 81 169 262 262
19 18 38 51 81 169 262 262
20 18 38 53 81 169 262 262
21 18 38 55 81 169 262 262
22 18 38 57 81 169 262 262
23 17 38 60 80 168 261 261
24 17 38 62 80 168 261 261
25 16 37 65 80 168 261 261
26 16 37 67 79 167 260 260
27 16 36 70 79 167 260 260
28 15 36 72 78 166 259 259
29 15 36 75 78 166 259 259
30 15 35 77 78 166 259 259

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 46 59 66 88 209 312 3 215
2 48 62 69 91 212 352 2 388
3 51 65 74 99 209 366 1 799
4 52 67 78 104 208 366 1 389
5 53 70 82 106 208 356 1 100
6 55 73 84 110 209 343 892
7 56 75 86 111 208 326 737
8 56 75 87 114 208 309 620
9 56 76 88 116 208 301 528
10 56 77 90 118 207 300 454
11 56 77 90 119 207 300 395
12 55 76 89 118 206 299 346
13 54 75 88 117 205 298 304
14 53 74 87 117 205 298 298
15 53 73 86 116 204 297 297
16 52 72 85 115 203 296 296
17 51 72 85 114 202 295 295
18 50 71 84 113 201 294 294
19 50 70 83 113 201 294 294
20 49 69 82 112 200 293 293
21 48 69 82 111 199 292 292
22 47 68 81 110 198 291 291
23 46 67 80 109 198 291 291
24 45 66 79 109 197 290 290
25 45 65 78 108 196 289 289
26 44 64 77 107 195 288 288
27 43 63 76 106 194 287 287
28 42 62 75 105 193 286 286
29 41 62 77 104 192 285 285
30 40 61 80 103 191 284 284

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 77 90 97 119 240 335 3 282
2 81 94 101 123 245 361 2 450
3 81 95 104 129 239 376 1 851
4 80 95 106 132 236 377 1 432
5 83 99 111 136 238 368 1 135
6 85 102 114 139 238 354 922
7 87 105 116 142 239 338 763
8 87 107 118 145 240 333 642
9 88 109 121 149 240 333 547
10 89 109 122 151 240 333 471
11 88 109 122 151 240 333 410
12 88 108 121 151 239 332 358
13 86 107 120 149 237 330 330
14 85 105 118 148 236 329 329
15 83 104 117 146 234 327 327
16 82 103 116 145 233 326 326
17 80 101 114 144 232 325 325
18 79 100 113 142 230 323 323
19 78 98 111 141 229 322 322
20 76 97 110 139 228 321 321
21 75 96 109 138 226 319 319
22 74 94 107 137 225 318 318
23 72 93 106 135 223 316 316
24 70 91 104 133 221 314 314
25 69 89 102 132 220 313 313
26 67 88 101 130 218 311 311
27 66 86 99 129 217 310 310
28 64 85 98 127 215 308 308
29 63 83 96 126 214 307 307
30 61 82 95 124 212 305 305

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 4 17 24 46 167 306 3 144
2 7 20 27 50 171 345 2 334
3 9 23 32 57 168 358 1 757
4 11 26 37 62 167 357 1 355
5 13 29 41 66 168 348 1 073
6 15 32 44 69 168 334 869
7 17 35 46 72 169 318 718
8 17 36 48 74 169 301 603
9 17 37 49 78 169 284 514
10 17 38 51 80 169 267 442
11 18 38 51 80 169 262 384
12 17 38 51 80 168 261 336
13 17 37 50 80 168 261 296
14 16 37 50 79 167 260 262
15 15 36 49 78 166 259 259
16 14 35 48 77 165 258 258
17 14 35 48 77 165 258 258
18 14 34 48 77 165 258 258
19 13 34 50 76 164 257 257
20 14 34 53 77 165 258 258
21 14 34 55 77 165 258 258
22 14 34 57 77 165 258 258
23 14 34 60 77 165 258 258
24 14 34 62 77 165 258 258
25 13 34 65 76 164 257 257
26 13 34 67 76 164 257 257
27 13 34 70 76 164 257 257
28 13 34 72 76 164 257 257
29 13 33 75 76 164 257 257
30 13 33 77 77 164 257 257

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 89 103 110 132 253 348 3 393
2 90 103 110 132 254 371 2 525
3 89 103 112 137 248 386 1 904
4 89 104 115 141 245 385 1 471
5 89 106 118 142 244 376 1 165
6 90 108 119 145 244 362 945
7 91 110 121 146 243 345 781
8 91 110 122 148 243 336 657
9 90 110 122 150 242 335 559
10 89 109 122 151 240 333 481
11 87 108 121 150 238 331 418
12 85 106 119 148 236 329 366
13 83 104 117 146 235 328 328
14 82 102 115 145 233 326 326
15 80 100 113 143 231 324 324
16 78 98 111 141 229 322 322
17 76 97 110 139 227 320 320
18 74 95 108 137 226 319 319
19 73 94 107 136 224 317 317
20 72 93 106 135 223 316 316
21 71 92 105 134 222 315 315
22 70 90 103 133 221 314 314
23 69 89 102 132 220 313 313
24 67 88 101 131 219 312 312
25 66 87 100 129 217 310 310
26 65 86 99 128 216 309 309
27 64 85 98 127 215 308 308
28 63 84 97 126 214 307 307
29 62 83 95 125 213 306 306
30 61 81 94 124 212 305 305

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
1 335 348 355 378 499 594 3 499
2 76 90 96 119 240 379 2 592
3 78 93 101 126 237 393 1 947
4 80 96 106 132 237 392 1 500
5 82 99 111 135 238 381 1 186
6 84 102 114 139 238 366 961
7 86 105 116 142 239 349 794
8 87 107 118 145 239 332 667
9 88 108 120 148 240 333 568
10 88 108 121 150 239 332 489
11 88 109 122 151 239 332 424
12 88 109 122 151 239 332 371
13 88 109 122 151 239 332 332
14 89 110 122 152 240 333 333
15 90 110 123 153 241 334 334
16 91 111 124 154 242 335 335
17 92 112 125 155 243 336 336
18 93 113 126 156 244 337 337
19 93 114 127 157 245 338 338
20 94 115 128 157 245 338 338
21 94 115 128 157 245 338 338
22 94 115 128 157 245 338 338
23 93 114 127 156 245 338 338
24 93 113 126 156 244 337 337
25 92 112 125 155 243 336 336
26 90 111 124 153 242 335 335
27 89 110 123 152 240 333 333
28 88 108 121 151 239 332 332
29 86 107 120 150 238 331 331
30 85 106 119 148 236 329 329

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 34 155 301 3 087
2 0 5 11 34 155 339 2 291
3 1 5 13 39 149 353 1 725
4 1 5 16 42 146 352 1 331
5 1 6 18 43 145 342 1 053
6 2 8 20 45 144 329 854
7 2 10 21 47 143 313 705
8 2 10 22 48 143 296 593
9 2 10 25 50 142 279 505
10 4 10 27 52 141 262 434
11 4 11 30 53 141 246 377
12 4 10 32 53 141 234 330
13 4 11 35 53 141 234 291
14 4 12 38 53 141 234 258
15 5 12 39 53 141 234 234
16 5 13 42 53 141 234 234
17 6 14 45 54 142 235 235
18 6 15 48 54 142 235 235
19 7 15 49 55 143 236 236
20 7 17 52 57 144 237 237
21 7 17 55 59 145 238 238
22 8 18 57 61 145 238 238
23 8 19 60 63 146 239 239
24 8 20 62 65 146 239 239
25 9 20 64 68 147 240 240
26 9 22 66 69 147 240 240
27 9 22 69 71 148 241 241
28 10 23 72 73 148 241 241
29 10 24 74 75 148 241 241
30 11 25 77 77 148 241 241

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 68 91 212 307 3 147
2 49 63 69 92 213 345 2 333
3 48 63 71 97 207 358 1 756
4 48 63 74 100 204 357 1 355
5 48 64 76 101 203 348 1 073
6 49 66 78 103 202 335 870
7 49 68 79 104 201 319 719
8 48 68 79 106 200 302 605
9 48 68 80 108 200 293 515
10 47 67 80 109 198 291 443
11 46 66 79 108 197 290 385
12 44 65 78 107 195 288 337
13 42 63 76 106 194 287 297
14 41 62 75 104 192 285 285
15 40 60 73 103 191 284 284
16 38 59 72 101 189 282 282
17 37 57 70 100 188 281 281
18 36 56 69 99 187 280 280
19 35 55 68 98 186 279 279
20 34 55 68 97 185 278 278
21 34 54 67 97 185 278 278
22 33 54 67 96 184 277 277
23 32 53 66 95 183 276 276
24 32 52 65 95 183 276 276
25 31 52 65 94 182 275 275
26 30 51 67 93 181 274 274
27 29 50 70 93 181 274 274
28 29 49 72 92 180 273 273
29 28 49 75 91 179 272 272
30 28 48 78 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
1 111 124 131 153 274 370 3 427
2 112 125 132 154 276 374 2 548
3 112 127 135 161 271 389 1 921
4 113 129 139 165 269 388 1 482
5 114 131 143 167 269 379 1 174
6 115 133 145 170 269 364 952
7 116 135 146 172 268 361 787
8 116 135 147 173 268 361 662
9 115 135 147 176 267 360 564
10 114 135 148 177 266 359 485
11 113 134 147 176 264 357 422
12 111 132 145 174 262 355 369
13 109 130 143 172 260 353 353
14 107 128 141 170 258 351 351
15 105 125 138 168 256 349 349
16 102 123 136 165 253 346 346
17 100 121 134 163 251 344 344
18 98 119 131 161 249 342 342
19 96 116 129 159 247 340 340
20 94 115 128 157 245 338 338
21 92 113 126 155 244 337 337
22 91 111 124 154 242 335 335
23 89 109 122 152 240 333 333
24 87 108 121 150 238 331 331
25 85 106 119 148 236 329 329
26 83 104 117 146 234 327 327
27 82 102 115 145 233 326 326
28 80 101 114 143 231 324 324
29 78 99 112 141 230 323 323
30 77 97 110 140 228 321 321

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
1 167 181 187 210 331 426 3 392
2 177 190 197 219 340 435 2 542
3 180 195 203 228 339 434 1 926
4 181 197 207 233 337 431 1 491
5 182 199 211 235 337 430 1 183
6 182 200 212 237 336 429 960
7 182 201 212 237 334 427 794
8 181 200 212 239 333 426 668
9 180 200 212 240 331 424 568
10 179 199 212 241 330 423 489
11 177 197 210 240 328 421 424
12 174 195 208 237 325 418 418
13 171 192 205 234 322 415 415
14 168 189 202 231 319 412 412
15 165 186 199 228 316 409 409
16 162 182 195 225 313 406 406
17 159 179 192 222 310 403 403
18 156 176 189 219 307 400 400
19 152 173 186 215 304 397 397
20 149 170 183 212 301 394 394
21 146 167 180 209 297 390 390
22 143 164 177 206 294 387 387
23 140 161 174 203 291 384 384
24 137 157 170 200 288 381 381
25 134 154 167 197 285 378 378
26 131 151 164 194 282 375 375
27 128 148 161 191 279 372 372
28 125 145 158 188 276 369 369
29 122 143 156 185 273 366 366
30 119 140 153 182 270 363 363

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 38 44 67 188 310 3 192
2 25 39 45 68 189 350 2 371
3 25 39 48 73 183 364 1 786
4 24 40 50 76 180 363 1 379
5 25 41 53 78 180 354 1 092
6 25 43 55 80 179 340 885
7 26 45 56 81 178 324 732
8 25 45 56 83 177 307 615
9 24 45 57 85 176 289 524
10 24 45 58 86 175 272 451
11 24 44 57 86 175 268 391
12 23 44 57 86 174 267 343
13 22 43 56 85 173 266 302
14 22 42 55 85 173 266 267
15 21 42 55 85 173 266 266
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 84 173 266 266
21 21 42 56 85 173 266 266
22 21 42 59 84 173 266 266
23 21 42 61 84 172 265 265
24 21 42 64 84 172 265 265
25 21 41 66 84 172 265 265
26 21 41 69 84 172 265 265
27 20 41 71 83 171 264 264
28 20 41 74 83 171 264 264
29 20 40 76 83 171 264 264
30 19 40 78 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 21 34 41 64 185 314 3 238
2 23 36 43 65 186 354 2 404
3 24 38 47 72 182 368 1 810
4 25 40 51 77 181 367 1 396
5 26 43 55 79 182 358 1 105
6 28 46 58 83 182 344 895
7 30 49 60 85 182 327 740
8 30 50 61 88 182 310 622
9 31 51 63 91 182 292 530
10 31 52 65 94 183 276 456
11 32 53 66 95 183 276 396
12 32 53 66 95 183 276 346
13 32 53 66 95 183 276 305
14 32 53 66 95 183 276 276
15 32 52 65 95 183 276 276
16 31 52 65 94 182 275 275
17 31 52 65 94 182 275 275
18 31 52 65 94 182 275 275
19 31 52 65 94 182 275 275
20 32 52 65 95 183 276 276
21 32 52 65 95 183 276 276
22 32 52 65 95 183 276 276
23 32 52 65 95 183 276 276
24 31 52 65 94 182 275 275
25 31 51 66 94 182 275 275
26 30 51 69 93 182 275 275
27 30 51 71 93 181 274 274
28 29 50 75 92 181 274 274
29 29 50 77 92 180 273 273
30 28 49 80 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
1 121 134 141 164 285 380 3 493
2 119 133 140 162 283 379 2 593
3 118 132 141 166 277 394 1 952
4 117 132 143 169 273 393 1 506
5 117 133 145 170 272 383 1 191
6 117 134 146 171 270 368 965
7 117 136 147 172 269 362 797
8 116 136 147 174 268 361 669
9 115 135 148 176 267 360 569
10 115 136 149 177 267 360 489
11 115 135 148 177 266 359 424
12 113 134 147 176 264 357 371
13 112 133 146 175 263 356 356
14 111 131 144 174 262 355 355
15 108 129 142 172 260 353 353
16 106 127 140 169 257 350 350
17 104 124 137 167 255 348 348
18 101 122 135 164 252 345 345
19 99 120 133 162 250 343 343
20 97 118 131 160 248 341 341
21 95 115 128 158 246 339 339
22 93 113 126 156 244 337 337
23 90 111 124 153 241 334 334
24 88 109 122 151 239 332 332
25 86 107 120 149 237 330 330
26 84 104 117 147 235 328 328
27 82 102 115 145 233 326 326
28 80 100 113 143 231 324 324
29 78 98 111 141 229 322 322
30 76 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 5 12 34 155 307 3 159
2 0 7 14 36 157 346 2 343
3 1 9 17 43 153 360 1 763
4 1 11 22 47 152 358 1 360
5 1 14 26 50 153 349 1 076
6 2 17 29 54 153 335 872
7 2 20 31 56 153 319 721
8 2 21 32 59 153 302 606
9 3 22 34 62 153 285 516
10 4 22 35 64 153 268 444
11 4 22 35 65 153 252 386
12 4 22 35 64 153 246 338
13 4 22 35 64 152 245 297
14 4 22 38 64 152 245 263
15 5 21 41 64 152 245 245
16 6 21 43 63 152 245 245
17 6 21 45 64 152 245 245
18 6 21 48 64 152 245 245
19 7 21 50 64 152 245 245
20 7 22 53 64 152 245 245
21 7 22 55 65 153 246 246
22 8 23 57 65 153 246 246
23 8 23 60 65 154 247 247
24 8 23 62 66 154 247 247
25 9 23 65 68 154 247 247
26 9 24 67 70 154 247 247
27 10 24 70 72 154 247 247
28 10 24 72 74 154 247 247
29 10 25 75 76 154 247 247
30 11 25 78 77 155 248 248

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 73 194 307 3 153
2 31 44 51 74 195 345 2 337
3 29 44 52 77 188 358 1 758
4 28 44 54 80 184 357 1 355
5 28 45 57 81 183 348 1 072
6 31 49 60 86 185 334 868
7 29 48 59 84 181 318 717
8 33 52 64 90 185 300 602
9 32 52 64 92 184 283 513
10 26 47 60 89 178 271 441
11 22 43 56 85 173 266 383
12 19 39 52 82 170 263 335
13 16 37 50 79 167 260 295
14 14 35 48 77 165 258 261
15 13 33 46 76 164 257 257
16 11 32 45 74 162 255 255
17 10 31 45 73 161 254 254
18 9 30 48 73 161 254 254
19 9 30 50 72 160 253 253
20 9 30 52 72 160 253 253
21 9 30 55 72 160 253 253
22 9 30 57 72 160 253 253
23 9 30 60 72 160 253 253
24 9 30 62 72 160 253 253
25 9 30 65 72 160 253 253
26 9 29 67 72 160 253 253
27 9 29 70 72 160 253 253
28 10 29 72 73 160 253 253
29 10 29 74 75 160 253 253
30 11 29 77 77 159 252 252

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
1 191 205 211 234 355 450 4 678
2 188 201 208 230 351 476 3 361
3 182 197 205 230 341 483 2 476
4 178 193 204 230 334 473 1 877
5 173 190 202 226 329 455 1 464
6 170 188 200 225 324 433 1 172
7 167 186 197 222 319 412 958
8 163 182 194 221 315 408 797
9 159 179 191 219 311 404 673
10 155 176 189 217 306 399 575
11 151 172 185 214 302 395 496
12 147 168 181 210 298 391 431
13 143 164 177 206 294 387 387
14 139 160 173 202 291 384 384
15 136 157 169 199 287 380 380
16 133 153 166 196 284 377 377
17 129 150 163 192 280 373 373
18 126 147 160 189 277 370 370
19 123 144 157 187 275 368 368
20 121 141 154 184 272 365 365
21 118 139 152 181 269 362 362
22 116 136 149 179 267 360 360
23 113 134 147 176 264 357 357
24 110 131 144 173 261 354 354
25 108 129 141 171 259 352 352
26 105 126 139 169 257 350 350
27 103 124 137 166 254 347 347
28 101 122 135 164 252 345 345
29 99 119 132 162 250 343 343
30 97 117 130 160 248 341 341

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 53 173 310 3 189
2 0 14 26 53 173 349 2 362
3 1 17 28 57 169 362 1 776
4 1 20 32 62 168 360 1 369
5 2 23 37 68 169 351 1 083
6 4 26 39 69 170 337 877
7 7 30 42 71 170 321 725
8 9 34 46 74 170 304 609
9 10 37 49 76 170 286 518
10 11 38 51 77 170 269 446
11 12 40 52 78 170 263 387
12 13 41 54 79 170 263 339
13 14 42 54 80 170 263 299
14 14 43 55 80 170 263 264
15 14 43 55 80 170 263 263
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 56 80 171 264 264
22 14 43 57 80 171 264 264
23 14 43 60 80 171 264 264
24 14 43 62 80 171 264 264
25 14 43 65 80 171 264 264
26 14 43 67 80 171 264 264
27 14 43 70 80 171 264 264
28 14 43 72 80 171 264 264
29 14 43 75 80 170 263 263
30 14 43 78 80 170 263 263

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 12 133 299 3 061
2 0 1 6 14 132 336 2 270
3 1 1 9 17 125 349 1 708
4 1 3 11 19 121 348 1 317
5 1 4 14 22 120 339 1 042
6 2 4 16 25 120 325 844
7 2 6 19 28 119 310 698
8 2 6 22 30 119 293 586
9 2 7 25 32 119 276 499
10 4 8 27 34 119 260 430
11 4 9 29 37 120 244 373
12 4 10 32 39 120 228 327
13 4 10 35 41 120 214 288
14 4 11 36 43 120 213 255
15 5 12 39 46 121 214 227
16 5 13 42 48 121 214 214
17 6 14 44 49 121 214 214
18 6 15 46 52 122 215 215
19 7 15 49 54 122 215 215
20 7 17 52 56 123 216 216
21 7 17 53 58 124 217 217
22 8 18 56 60 125 217 217
23 8 18 58 62 127 217 217
24 8 20 61 64 129 218 218
25 9 20 63 66 130 218 218
26 9 21 66 68 131 218 218
27 9 22 68 70 132 218 218
28 10 23 71 72 133 218 218
29 10 23 73 73 134 218 218
30 10 25 75 75 135 218 218

ANNEX III

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

Currency National insurance market Volatility adjustment (in bps)
Euro Austria 14
Euro Belgium 14
Euro Cyprus 14
Euro Estonia 14
Euro Finland 14
Euro France 14
Euro Germany 14
Euro Greece 14
Euro Ireland 14
Euro Italy 14
Euro Latvia 14
Euro Lithuania 14
Euro Luxembourg 14
Euro Malta 14
Euro Netherlands 14
Euro Portugal 14
Euro Slovakia 14
Euro Slovenia 14
Euro Spain 14
Czech koruna Czech Republic 12
Danish krone Denmark 15
Forint Hungary 3
Krona Sweden 8
Kuna Croatia 1
Lev Bulgaria – 2
Pound sterling United Kingdom 20
Romanian leu Romania 3
Zloty Poland 11
Króna Iceland 1
Norwegian krone Norway 37
Swiss franc Liechtenstein 4
Swiss franc Switzerland 4
Australian dollar Australia 10
Canadian dollar Canada 30
US dollar United States 42
Yen Japan 1

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