Legalize
Legalize / European Union / Implementing Regulation

Commission Implementing Regulation (EU) 2020/641 of 12 May 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2020 until 29 June 2020 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 2020-05-13
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 0 0 3 24 144 293 3017
2 0 1 6 25 145 331 2245
3 1 1 8 30 139 345 1694
4 1 3 11 34 137 345 1309
5 1 4 14 36 137 336 1038
6 2 4 16 39 137 323 842
7 2 6 19 41 137 308 696
8 2 6 22 43 137 292 585
9 2 7 23 46 137 275 498
10 4 8 26 48 137 259 429
11 4 9 29 50 138 243 372
12 4 9 30 49 136 231 326
13 4 10 33 50 137 232 287
14 4 11 36 50 137 231 254
15 5 12 38 49 136 230 230
16 6 12 40 48 135 229 229
17 6 14 43 49 135 229 229
18 6 14 45 50 135 229 229
19 7 15 47 53 135 230 230
20 7 16 49 54 136 230 230
21 7 17 52 57 136 230 230
22 7 17 54 59 136 231 231
23 8 19 57 60 136 230 230
24 8 19 58 62 136 230 230
25 8 20 61 64 136 230 230
26 9 21 63 66 136 230 230
27 9 22 66 68 136 230 230
28 10 22 68 70 136 230 230
29 10 24 70 72 136 230 230
30 10 24 73 74 136 230 230

3.13   Australian 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 42 55 62 84 204 300 3066
2 42 55 62 84 204 336 2282
3 41 55 63 88 198 350 1722
4 40 55 65 91 194 350 1331
5 40 56 68 92 193 341 1055
6 40 58 69 94 192 328 855
7 41 59 70 95 191 313 707
8 40 59 70 97 190 296 594
9 39 59 71 99 189 283 506
10 39 59 71 100 188 282 436
11 38 58 71 100 187 281 378
12 37 57 70 99 187 281 331
13 37 57 70 99 186 280 292
14 36 56 69 98 185 279 279
15 35 55 68 97 185 279 279
16 34 55 67 96 184 278 278
17 34 54 67 96 183 277 277
18 33 53 66 95 183 277 277
19 33 53 66 95 182 276 276
20 33 53 66 95 182 276 276
21 33 53 65 95 182 276 276
22 32 52 65 94 181 275 275
23 32 52 65 94 181 275 275
24 31 51 64 93 180 274 274
25 30 50 63 92 180 274 274
26 30 50 64 92 179 273 273
27 29 49 67 91 178 272 272
28 28 48 68 90 178 272 272
29 28 48 71 90 177 271 271
30 27 47 74 89 176 270 270

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 12 25 32 54 174 299 3079
2 16 29 36 58 178 338 2295
3 19 33 41 66 175 352 1733
4 21 36 46 72 175 352 1339
5 23 39 51 75 176 344 1062
6 22 40 51 76 174 331 861
7 28 46 57 82 178 315 712
8 26 45 57 83 177 299 599
9 27 47 59 87 177 282 510
10 29 49 62 90 179 273 439
11 30 50 63 92 180 274 381
12 31 51 64 93 180 274 334
13 31 51 64 93 181 275 294
14 32 52 65 94 181 275 275
15 32 52 65 94 181 275 275
16 31 51 64 93 180 275 275
17 31 51 64 93 180 275 275
18 31 51 63 93 180 274 274
19 30 50 63 92 179 273 273
20 30 50 63 92 179 274 274
21 30 50 63 92 179 273 273
22 30 50 63 92 179 273 273
23 30 50 62 92 179 273 273
24 29 49 62 91 178 272 272
25 29 49 62 91 178 272 272
26 28 48 65 90 177 272 272
27 28 48 67 90 177 271 271
28 27 47 70 89 176 270 270
29 27 47 72 89 176 270 270
30 26 46 75 88 175 269 269

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 12 25 31 53 173 299 3079
2 13 26 32 54 174 338 2294
3 13 27 36 60 170 352 1732
4 14 28 39 64 168 352 1339
5 14 30 42 66 168 343 1061
6 16 33 45 70 168 330 860
7 17 36 46 72 168 315 711
8 17 36 48 74 168 298 597
9 18 37 49 77 168 281 508
10 18 38 51 79 168 264 437
11 19 39 51 80 168 262 380
12 19 39 52 81 168 262 332
13 19 39 52 81 168 262 293
14 19 39 52 81 168 262 262
15 19 39 52 81 168 262 262
16 19 39 52 81 168 262 262
17 19 39 52 81 168 262 262
18 19 39 52 81 168 262 262
19 19 39 51 81 168 262 262
20 19 39 52 81 168 262 262
21 19 39 53 81 168 262 262
22 18 38 55 80 168 262 262
23 18 38 57 80 167 261 261
24 18 38 60 80 167 261 261
25 17 37 62 79 166 260 260
26 17 37 64 79 166 260 260
27 16 36 67 78 166 260 260
28 16 36 69 78 165 259 259
29 16 36 72 77 165 259 259
30 15 35 74 77 164 258 258

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 65 87 207 303 3080
2 49 62 68 90 210 339 2303
3 51 65 73 98 208 355 1746
4 52 67 77 103 206 356 1355
5 53 69 81 105 207 349 1077
6 55 72 84 109 207 337 876
7 57 75 86 111 207 322 726
8 56 75 86 113 206 306 612
9 56 76 88 116 206 300 522
10 57 76 89 118 206 300 450
11 56 76 89 118 206 300 391
12 56 76 89 118 205 299 343
13 55 75 88 117 204 298 302
14 54 74 87 116 203 297 297
15 53 73 86 115 202 297 297
16 52 72 85 114 202 296 296
17 52 72 85 114 201 295 295
18 51 71 84 113 200 294 294
19 50 70 83 112 200 294 294
20 50 70 83 112 199 293 293
21 49 69 82 111 198 292 292
22 48 68 81 110 197 291 291
23 47 67 80 109 196 291 291
24 46 66 79 108 196 290 290
25 45 65 78 107 195 289 289
26 45 65 77 106 194 288 288
27 44 64 76 106 193 287 287
28 43 63 76 105 192 286 286
29 42 62 75 104 191 285 285
30 41 61 77 103 190 284 284

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 97 119 239 335 3258
2 81 95 101 123 243 359 2449
3 81 95 104 129 238 377 1860
4 81 96 106 132 235 378 1444
5 83 100 111 135 237 371 1148
6 86 103 114 139 237 358 933
7 88 106 117 142 238 342 773
8 89 108 119 145 239 333 651
9 90 109 121 149 239 333 555
10 90 110 123 151 239 334 478
11 90 110 123 151 239 333 415
12 89 109 122 151 238 332 364
13 88 108 120 150 237 331 331
14 86 106 119 148 235 329 329
15 85 105 118 147 234 328 328
16 83 103 116 145 233 327 327
17 82 102 115 144 231 325 325
18 81 101 113 143 230 324 324
19 79 99 112 141 228 323 323
20 78 98 111 140 227 321 321
21 77 97 109 138 226 320 320
22 75 95 108 137 224 318 318
23 73 93 106 135 223 317 317
24 72 92 105 134 221 315 315
25 70 90 103 132 219 314 314
26 69 89 102 131 218 312 312
27 67 87 100 129 216 310 310
28 65 85 98 127 215 309 309
29 64 84 97 126 213 307 307
30 62 83 95 124 212 306 306

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 5 18 25 47 167 300 3097
2 8 21 28 50 170 339 2302
3 10 24 33 57 167 353 1736
4 12 27 37 63 166 352 1341
5 14 30 42 66 167 343 1062
6 16 33 45 69 168 330 860
7 18 36 47 72 168 314 711
8 18 37 48 74 168 298 597
9 18 37 49 77 168 281 508
10 18 38 51 79 168 264 437
11 18 38 51 80 168 262 379
12 18 38 51 80 167 261 332
13 18 38 50 80 167 261 292
14 17 37 50 79 166 260 260
15 16 36 49 78 165 259 259
16 15 35 48 77 165 259 259
17 15 35 48 77 164 258 258
18 15 35 47 77 164 258 258
19 14 34 48 76 164 258 258
20 15 35 50 77 164 258 258
21 15 35 53 77 164 258 258
22 15 35 55 77 164 258 258
23 15 35 57 77 164 258 258
24 14 35 60 76 164 258 258
25 14 34 62 76 164 258 258
26 14 34 65 76 163 257 257
27 14 34 67 76 163 257 257
28 14 34 69 76 163 257 257
29 14 34 72 76 163 257 257
30 13 33 74 75 163 257 257

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 90 104 110 132 252 348 3284
2 91 104 111 133 253 360 2456
3 90 104 113 137 247 376 1860
4 90 105 116 141 244 377 1442
5 91 107 118 143 244 369 1145
6 91 109 120 145 243 356 930
7 93 111 122 147 243 340 770
8 92 111 122 149 242 337 647
9 92 111 123 151 241 336 551
10 91 110 123 152 240 334 474
11 89 109 122 151 238 332 412
12 87 107 120 149 236 330 360
13 85 105 118 147 235 329 329
14 83 103 116 145 233 327 327
15 82 102 115 144 231 325 325
16 80 100 112 142 229 323 323
17 78 98 111 140 227 321 321
18 76 96 109 138 226 320 320
19 75 95 108 137 224 318 318
20 74 94 107 136 223 317 317
21 73 93 106 135 222 316 316
22 72 92 105 134 221 315 315
23 71 91 104 133 220 314 314
24 69 89 102 131 219 313 313
25 68 88 101 130 217 312 312
26 67 87 100 129 216 310 310
27 66 86 99 128 215 309 309
28 65 85 98 127 214 308 308
29 64 84 97 126 213 307 307
30 63 83 96 125 212 306 306

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
1 328 341 347 369 489 585 3340
2 78 91 98 120 240 364 2489
3 80 94 103 127 237 379 1881
4 82 97 108 133 237 380 1457
5 84 100 112 136 238 372 1157
6 86 104 115 140 238 359 939
7 88 107 117 143 239 342 777
8 89 108 119 146 239 333 653
9 90 109 121 149 240 334 556
10 90 110 122 151 239 333 479
11 90 110 123 152 239 333 416
12 90 110 123 152 239 333 364
13 90 110 123 152 240 334 334
14 91 111 124 153 240 334 334
15 92 112 124 153 241 335 335
16 92 112 125 154 242 336 336
17 93 113 126 155 243 337 337
18 94 114 127 156 244 338 338
19 95 115 128 157 244 339 339
20 96 116 129 158 245 339 339
21 96 116 129 158 245 339 339
22 96 116 129 158 245 339 339
23 95 115 128 157 244 338 338
24 94 114 127 156 243 337 337
25 93 113 126 155 242 336 336
26 92 112 125 154 241 335 335
27 91 111 124 153 240 334 334
28 89 109 122 151 239 333 333
29 88 108 121 150 237 331 331
30 86 106 119 148 236 330 330

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 6 12 34 154 297 3063
2 0 6 12 34 154 336 2281
3 1 6 14 39 149 350 1721
4 1 6 16 42 145 349 1329
5 1 7 19 43 144 341 1052
6 2 9 20 45 144 327 853
7 2 11 22 47 143 312 705
8 2 11 22 49 142 295 592
9 2 11 24 51 141 278 504
10 4 11 26 52 141 262 434
11 4 11 29 53 140 246 377
12 4 11 32 53 140 234 330
13 4 11 33 53 140 235 291
14 4 11 36 53 141 235 257
15 5 12 39 54 141 235 235
16 6 13 40 54 141 235 235
17 6 14 43 54 141 235 235
18 6 14 46 55 142 236 236
19 7 15 48 55 142 237 237
20 7 16 50 56 143 237 237
21 7 17 53 57 144 238 238
22 8 17 55 60 145 239 239
23 8 19 57 62 145 239 239
24 8 20 60 64 146 240 240
25 9 20 62 65 146 240 240
26 9 22 65 67 147 241 241
27 9 22 67 69 147 241 241
28 10 23 69 71 147 241 241
29 10 24 72 73 148 242 242
30 10 24 74 74 148 242 242

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 61 67 90 210 306 3070
2 49 62 68 90 210 337 2286
3 48 62 70 95 205 351 1725
4 47 62 73 98 202 350 1333
5 47 63 75 99 201 342 1056
6 48 66 77 102 200 328 856
7 49 67 78 103 199 313 708
8 48 67 78 105 198 296 595
9 48 67 79 107 198 292 506
10 47 67 79 108 196 290 436
11 45 65 78 107 195 289 379
12 44 64 77 106 193 287 332
13 43 63 75 104 192 286 292
14 41 61 74 103 190 284 284
15 40 60 73 102 189 283 283
16 38 58 71 100 187 281 281
17 37 57 70 99 186 280 280
18 36 56 69 98 185 279 279
19 35 55 68 97 184 278 278
20 35 55 67 97 184 278 278
21 34 54 67 96 183 277 277
22 33 53 66 95 183 277 277
23 33 53 66 95 182 276 276
24 32 52 65 94 181 275 275
25 31 51 64 93 181 275 275
26 31 51 65 93 180 274 274
27 30 50 67 92 179 273 273
28 29 49 70 91 178 273 273
29 29 49 72 91 178 272 272
30 28 48 74 90 177 271 271

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
1 111 125 131 153 273 369 3295
2 113 126 132 154 274 370 2464
3 113 127 136 160 270 378 1869
4 114 129 139 165 268 380 1452
5 115 131 143 167 268 373 1157
6 116 134 145 170 268 362 943
7 117 136 146 172 268 362 784
8 117 136 147 174 267 361 662
9 116 136 148 176 266 360 565
10 116 136 148 177 265 359 488
11 115 135 147 176 264 358 425
12 113 133 146 175 262 356 372
13 111 131 144 173 260 354 354
14 109 129 142 171 258 352 352
15 107 127 140 169 256 350 350
16 104 124 137 166 254 348 348
17 102 122 135 164 251 345 345
18 100 120 133 162 249 343 343
19 98 118 131 160 247 341 341
20 96 116 129 158 246 340 340
21 95 115 127 157 244 338 338
22 93 113 126 155 242 336 336
23 91 111 124 153 240 334 334
24 89 109 122 151 238 332 332
25 87 107 120 149 236 331 331
26 85 106 118 147 235 329 329
27 84 104 117 146 233 327 327
28 82 102 115 144 231 325 325
29 80 100 113 142 230 324 324
30 79 99 112 141 228 322 322

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
1 165 178 185 207 327 423 3209
2 174 187 194 216 336 432 2422
3 178 192 201 225 335 431 1849
4 180 194 205 230 334 429 1441
5 180 196 208 232 334 428 1148
6 181 198 209 234 332 427 935
7 181 199 210 235 331 425 775
8 179 198 210 236 330 424 653
9 178 198 210 238 328 422 557
10 177 197 210 239 327 421 480
11 176 196 209 237 325 419 419
12 173 193 206 235 322 417 417
13 170 190 203 232 320 414 414
14 167 187 200 229 317 411 411
15 164 184 197 226 313 408 408
16 161 181 194 223 310 404 404
17 158 178 191 220 307 401 401
18 155 175 188 217 304 398 398
19 152 172 185 214 301 395 395
20 149 169 182 211 298 392 392
21 146 166 179 208 295 389 389
22 143 163 176 205 292 386 386
23 140 160 173 202 289 383 383
24 137 157 169 199 286 380 380
25 134 154 166 195 283 377 377
26 131 151 163 192 280 374 374
27 128 148 160 190 277 371 371
28 125 145 158 187 274 368 368
29 122 142 155 184 271 365 365
30 119 139 152 181 269 363 363

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 26 39 45 67 187 303 3132
2 26 40 46 68 188 343 2335
3 26 40 49 73 183 358 1764
4 26 41 51 77 180 358 1364
5 26 42 54 78 180 350 1081
6 27 44 56 81 179 336 877
7 28 46 57 82 178 320 725
8 27 46 57 83 177 303 609
9 26 46 58 85 176 286 518
10 26 46 58 87 175 269 446
11 25 45 58 87 174 269 387
12 25 45 57 87 174 268 339
13 24 44 57 86 173 267 299
14 24 44 56 85 173 267 267
15 23 43 56 85 172 266 266
16 23 43 56 85 172 266 266
17 23 43 56 85 172 266 266
18 23 43 56 85 172 266 266
19 23 43 56 85 172 266 266
20 23 43 56 85 172 266 266
21 23 43 56 85 172 266 266
22 23 43 57 85 172 266 266
23 23 43 58 85 172 266 266
24 23 43 61 85 172 266 266
25 22 42 64 84 172 266 266
26 22 42 66 84 171 265 265
27 22 42 68 84 171 265 265
28 22 42 71 84 171 265 265
29 21 41 73 83 170 265 265
30 21 41 76 83 170 264 264

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 23 36 42 64 184 306 3164
2 24 38 44 66 186 347 2362
3 25 39 48 72 182 362 1786
4 26 41 52 77 181 362 1381
5 28 44 56 80 182 354 1095
6 30 47 59 83 182 341 888
7 32 50 61 86 182 325 735
8 32 51 62 89 182 308 618
9 32 52 64 92 182 290 526
10 33 53 66 94 183 277 453
11 34 54 66 95 183 277 393
12 34 54 67 96 183 277 344
13 34 54 67 96 183 277 304
14 33 53 66 95 183 277 277
15 33 53 66 95 182 277 277
16 33 53 66 95 182 276 276
17 33 53 66 95 182 276 276
18 33 53 66 95 182 276 276
19 33 53 66 95 182 276 276
20 33 53 66 95 182 277 277
21 33 53 66 95 183 277 277
22 33 53 66 95 182 277 277
23 33 53 66 95 182 276 276
24 33 53 66 95 182 276 276
25 32 52 65 94 181 276 276
26 32 52 67 94 181 275 275
27 31 51 70 93 181 275 275
28 31 51 72 93 180 274 274
29 30 50 75 92 179 274 274
30 30 50 77 92 179 273 273

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
1 122 135 141 163 283 379 3343
2 120 133 140 162 282 378 2502
3 119 133 141 166 275 382 1892
4 118 133 143 169 272 382 1462
5 118 134 146 170 271 373 1158
6 118 135 146 171 269 364 938
7 118 136 147 172 268 362 775
8 117 136 148 174 268 362 651
9 116 136 148 176 266 360 554
10 116 136 149 177 266 360 477
11 116 136 148 177 265 359 414
12 114 134 147 176 264 358 362
13 113 133 146 175 262 356 356
14 112 132 145 174 261 355 355
15 110 130 143 172 259 353 353
16 108 128 140 169 257 351 351
17 105 125 138 167 254 348 348
18 103 123 136 165 252 346 346
19 100 121 133 162 250 344 344
20 98 118 131 160 248 342 342
21 96 116 129 158 245 339 339
22 94 114 127 156 243 337 337
23 92 112 125 154 241 335 335
24 89 109 122 151 239 333 333
25 87 107 120 149 236 331 331
26 85 105 118 147 234 328 328
27 83 103 116 145 232 326 326
28 81 101 114 143 230 324 324
29 79 99 112 141 228 322 322
30 77 97 110 139 226 320 320

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 7 13 35 155 298 3070
2 0 8 15 37 157 337 2290
3 1 10 19 43 153 352 1730
4 1 12 23 48 152 352 1337
5 1 15 27 51 152 343 1060
6 2 18 30 55 153 330 859
7 3 21 32 57 153 314 710
8 3 22 33 60 153 298 597
9 3 23 35 62 153 281 508
10 4 23 36 64 153 264 437
11 4 23 36 65 153 248 379
12 4 23 36 65 152 246 332
13 4 23 36 65 152 246 292
14 4 23 36 65 152 246 259
15 5 22 39 64 152 246 246
16 6 22 41 64 151 245 245
17 6 22 43 64 151 245 245
18 6 22 46 64 151 245 245
19 7 22 48 64 151 246 246
20 7 23 50 65 152 246 246
21 7 23 53 65 152 246 246
22 8 24 55 65 153 247 247
23 8 24 57 66 153 247 247
24 8 24 60 66 153 247 247
25 9 24 62 66 153 247 247
26 9 24 65 67 154 248 248
27 9 24 67 69 154 248 248
28 10 25 69 71 154 248 248
29 10 25 72 73 154 248 248
30 10 25 74 74 154 248 248

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 31 44 50 73 193 299 3087
2 31 44 51 73 193 339 2299
3 30 44 52 77 186 353 1735
4 29 44 54 80 183 352 1340
5 28 45 56 80 182 343 1062
6 31 48 60 85 183 330 860
7 29 47 58 83 179 314 711
8 33 52 63 90 183 298 597
9 32 52 64 91 182 281 508
10 27 47 59 88 176 270 437
11 22 42 55 84 172 266 379
12 19 39 52 81 168 262 331
13 17 37 50 79 166 260 292
14 15 35 48 77 164 258 258
15 13 33 46 75 162 257 257
16 12 32 45 74 161 255 255
17 11 31 44 73 160 254 254
18 10 30 46 72 159 254 254
19 10 30 47 72 159 253 253
20 10 30 50 72 159 253 253
21 10 30 53 72 159 253 253
22 10 30 54 72 159 253 253
23 10 30 57 72 159 253 253
24 10 30 59 72 159 253 253
25 10 30 62 72 159 253 253
26 9 29 64 71 159 253 253
27 9 29 67 71 159 253 253
28 10 29 69 71 158 252 252
29 10 29 72 72 158 252 252
30 10 29 74 74 158 252 252

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
1 196 209 215 237 357 454 3599
2 192 205 212 234 354 450 2730
3 186 200 209 233 343 439 2079
4 182 197 207 233 336 431 1613
5 177 193 205 229 331 425 1280
6 174 191 203 228 326 420 1038
7 171 189 200 225 321 415 857
8 166 185 197 223 317 411 719
9 162 182 194 222 312 406 611
10 159 178 191 220 308 402 524
11 155 175 187 216 304 398 454
12 150 171 183 212 300 394 396
13 146 167 179 208 296 390 390
14 143 163 176 205 292 386 386
15 139 159 172 201 288 382 382
16 136 156 169 198 285 379 379
17 132 152 165 194 282 376 376
18 129 149 162 191 279 373 373
19 127 147 159 189 276 370 370
20 124 144 157 186 273 367 367
21 121 141 154 183 270 364 364
22 118 138 151 180 268 362 362
23 116 136 149 178 265 359 359
24 113 133 146 175 262 356 356
25 111 131 143 173 260 354 354
26 108 128 141 170 257 351 351
27 106 126 139 168 255 349 349
28 103 123 136 165 253 347 347
29 101 121 134 163 250 345 345
30 99 119 132 161 248 342 342

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 14 26 52 172 299 3078
2 0 14 26 52 172 337 2288
3 1 17 28 56 169 351 1725
4 1 20 32 61 167 350 1332
5 2 23 36 67 168 341 1055
6 4 27 39 69 169 328 855
7 7 31 42 71 169 313 707
8 9 34 46 74 169 296 594
9 11 37 50 76 169 279 506
10 12 38 51 77 169 263 435
11 13 40 52 78 169 263 378
12 14 41 54 79 169 263 331
13 14 43 54 80 169 263 291
14 15 43 55 80 169 263 263
15 15 43 55 80 169 263 263
16 15 43 55 80 169 263 263
17 15 43 55 80 169 263 263
18 15 43 55 80 169 263 263
19 15 43 55 80 169 263 263
20 15 43 55 80 169 264 264
21 15 43 55 80 170 264 264
22 15 43 55 80 170 264 264
23 15 43 57 80 170 264 264
24 15 43 59 80 170 264 264
25 15 43 62 80 170 264 264
26 15 43 64 80 169 264 264
27 15 43 67 80 169 263 263
28 15 43 69 80 169 263 263
29 15 43 71 80 169 263 263
30 15 43 74 80 169 263 263

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 13 133 296 3046
2 0 1 6 14 131 334 2267
3 1 1 9 16 124 348 1710
4 1 3 11 19 121 347 1320
5 1 4 14 22 120 339 1046
6 2 4 16 25 120 325 847
7 2 6 19 27 119 310 700
8 2 6 22 30 119 293 588
9 2 7 24 31 119 277 501
10 4 8 26 34 119 260 431
11 4 9 29 36 119 244 374
12 4 9 31 38 120 229 327
13 4 10 33 41 120 214 288
14 4 11 36 43 120 214 255
15 5 12 38 44 120 214 227
16 6 12 40 47 120 215 215
17 6 14 43 49 121 215 215
18 6 14 45 50 121 215 215
19 7 15 47 53 122 216 216
20 7 16 50 54 122 217 217
21 7 17 52 57 123 217 217
22 7 17 54 59 124 218 218
23 8 19 57 60 126 218 218
24 8 19 59 62 128 218 218
25 8 20 61 64 129 218 218
26 9 21 63 66 129 218 218
27 9 22 66 68 131 218 218
28 10 22 68 70 132 218 218
29 10 24 70 72 133 218 218
30 10 24 73 74 133 218 218

ANNEX III

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

Currency National insurance market Volatility adjustment (in bps)
Euro Austria 46
Euro Belgium 46
Euro Cyprus 46
Euro Estonia 46
Euro Finland 46
Euro France 46
Euro Germany 46
Euro Greece 46
Euro Ireland 46
Euro Italy 46
Euro Latvia 46
Euro Lithuania 46
Euro Luxembourg 46
Euro Malta 46
Euro Netherlands 46
Euro Portugal 46
Euro Slovakia 46
Euro Slovenia 46
Euro Spain 46
Czech koruna Czech Republic 37
Danish krone Denmark 54
Forint Hungary 12
Krona Sweden 36
Kuna Croatia 11
Lev Bulgaria 0
Pound sterling United Kingdom 50
Romanian leu Romania 13
Zloty Poland 24
Króna Iceland 31
Norwegian krone Norway 71
Swiss franc Liechtenstein 32
Swiss franc Switzerland 32
Australian dollar Australia 23
Canadian dollar Canada 51
Renminbi-yuan China 79
Hong Kong dollar Hong Kong 16
US dollar United States 100
Yen Japan 20

Reading this document does not replace reading the official text published in the Official Journal of the European Union. We assume no responsibility for any inaccuracies arising from the conversion of the original to this format.

This text is published under EUR-Lex's own terms of reuse, not a Legalize or public-domain licence. EUR-Lex
Creative Commons Attribution 4.0 International (CC BY 4.0)
© European Union, https://eur-lex.europa.eu — Source: EUR-Lex (Publications Office of the European Union). Reused under the Creative Commons Attribution 4.0 International (CC BY 4.0) licence. Only EU legislation published in the printed Official Journal of the European Union is deemed authentic; consolidated texts are reproduced here for documentation purposes and have been reformatted to Markdown.