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Commission Implementing Regulation (EU) 2021/744 of 6 May 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2021 until 29 June 2021 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 2021-05-07
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 41 54 61 82 201 303 3206
2 41 54 61 82 201 348 2 382
3 40 54 62 87 195 365 1 794
4 40 54 64 90 192 366 1 384
5 40 55 67 91 191 358 1 096
6 40 57 68 93 190 346 889
7 41 58 69 94 189 330 734
8 40 58 69 95 188 313 617
9 39 58 70 98 187 296 525
10 39 58 71 99 187 281 452
11 38 58 70 99 186 280 392
12 38 57 70 98 185 279 343
13 37 56 69 98 184 279 302
14 36 56 68 97 184 278 278
15 36 55 68 96 183 278 278
16 35 54 67 96 182 277 277
17 34 54 67 95 182 276 276
18 34 53 66 95 181 276 276
19 33 53 66 94 181 275 275
20 33 53 65 94 181 275 275
21 33 52 65 94 180 275 275
22 33 52 65 93 180 274 274
23 32 51 64 93 180 274 274
24 31 51 64 92 179 273 273
25 31 50 64 91 178 273 273
26 30 49 66 91 178 272 272
27 29 49 68 90 177 271 271
28 29 48 71 89 176 271 271
29 28 47 73 89 175 270 270
30 27 47 76 88 175 269 269

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 13 25 32 54 173 304 3215
2 17 29 36 57 176 349 2 391
3 19 33 41 65 174 366 1801
4 21 36 46 71 174 367 1 390
5 24 39 51 75 175 360 1 100
6 23 40 51 76 173 347 891
7 28 46 56 81 177 331 736
8 27 45 56 83 175 314 618
9 28 47 59 86 176 296 526
10 30 49 62 90 177 279 452
11 31 50 63 91 178 273 393
12 32 51 64 92 179 273 343
13 32 51 64 93 179 274 302
14 32 52 64 93 180 274 274
15 32 52 64 93 180 274 274
16 32 51 64 93 179 274 274
17 32 51 64 93 179 274 274
18 31 51 63 92 179 273 273
19 31 50 63 92 179 273 273
20 31 50 63 92 179 273 273
21 31 50 63 92 178 273 273
22 31 50 63 91 178 273 273
23 30 50 63 91 178 272 272
24 30 49 62 91 178 272 272
25 30 49 64 90 177 271 271
26 29 48 66 90 177 271 271
27 29 48 69 89 176 270 270
28 28 47 71 89 176 270 270
29 28 47 74 88 175 269 269
30 27 46 76 88 174 269 269

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 53 172 304 3 218
2 14 26 33 54 173 349 2 394
3 14 28 36 60 169 367 1806
4 14 29 39 64 167 369 1 394
5 15 31 42 66 167 361 1104
6 17 33 45 69 167 348 894
7 18 36 47 71 167 332 738
8 18 36 48 74 167 315 620
9 19 37 49 77 167 297 527
10 19 38 51 79 167 279 453
11 20 39 52 80 167 262 393
12 20 39 52 80 167 262 344
13 20 39 52 80 167 262 302
14 20 39 52 80 167 262 267
15 20 39 52 81 167 262 262
16 20 39 52 80 167 261 261
17 20 39 52 80 167 261 261
18 20 39 52 80 167 261 261
19 19 39 52 80 167 261 261
20 20 39 52 80 167 261 261
21 20 39 54 80 167 261 261
22 19 39 57 80 167 261 261
23 19 38 58 80 166 261 261
24 18 38 61 79 166 260 260
25 18 37 64 79 165 260 260
26 18 37 66 78 165 259 259
27 17 36 69 78 165 259 259
28 17 36 71 77 164 259 259
29 16 36 73 77 164 258 258
30 16 35 76 77 163 258 258

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 45 58 64 86 205 303 3204
2 48 61 67 89 208 349 2 390
3 50 64 72 97 205 368 1 807
4 52 66 76 102 204 370 1 399
5 53 69 80 104 205 363 1 110
6 55 72 83 108 205 351 901
7 57 74 85 110 205 336 746
8 56 75 86 112 205 319 628
9 57 76 87 115 205 302 535
10 57 76 89 117 205 299 461
11 57 76 89 118 205 299 401
12 57 76 89 117 204 298 351
13 56 75 88 116 203 298 309
14 55 74 87 116 202 297 297
15 54 74 86 115 202 296 296
16 54 73 86 114 201 295 295
17 53 72 85 114 200 295 295
18 52 72 84 113 200 294 294
19 52 71 84 112 199 293 293
20 51 70 83 112 198 293 293
21 50 70 82 111 198 292 292
22 49 69 82 110 197 291 291
23 49 68 81 109 196 290 290
24 48 67 80 108 195 290 290
25 47 66 79 107 194 289 289
26 46 65 78 106 193 288 288
27 45 64 77 106 192 287 287
28 44 63 76 105 191 286 286
29 43 62 75 104 191 285 285
30 42 62 78 103 190 284 284

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 89 96 117 236 333 3 309
2 81 94 100 122 241 362 2 489
3 81 95 103 128 236 384 1 890
4 81 96 106 131 234 388 1 467
5 84 99 111 135 236 381 1 166
6 86 103 114 139 237 369 948
7 89 106 117 142 237 354 785
8 90 108 119 145 238 336 660
9 91 110 122 149 239 333 563
10 92 111 123 151 239 334 485
11 91 111 123 152 239 333 421
12 91 110 123 151 238 333 369
13 90 109 122 150 237 331 331
14 88 108 120 149 236 330 330
15 87 106 119 147 234 329 329
16 85 105 118 146 233 327 327
17 84 104 116 145 232 326 326
18 83 102 115 143 230 325 325
19 82 101 114 142 229 323 323
20 80 100 112 141 228 322 322
21 79 98 111 139 226 321 321
22 77 97 109 138 225 319 319
23 76 95 108 136 223 318 318
24 74 93 106 135 222 316 316
25 72 92 105 133 220 314 314
26 71 90 103 131 218 313 313
27 69 89 101 130 217 311 311
28 68 87 100 128 215 309 309
29 66 85 98 127 214 308 308
30 65 84 97 125 212 306 306

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 6 19 25 47 166 304 3215
2 9 22 28 50 169 348 2 388
3 11 24 33 57 166 366 1 799
4 13 27 37 63 165 367 1 388
5 15 30 42 66 166 359 1 099
6 17 33 45 69 167 346 890
7 18 36 47 71 167 330 735
8 18 37 48 74 167 313 617
9 19 38 49 77 167 295 525
10 19 38 51 79 167 278 451
11 19 39 51 80 167 261 391
12 19 38 51 80 166 261 342
13 18 38 51 79 166 260 301
14 18 37 50 78 165 260 266
15 17 36 49 78 165 259 259
16 16 36 48 77 164 258 258
17 16 35 48 77 163 258 258
18 16 35 48 76 163 258 258
19 16 35 49 76 163 257 257
20 16 35 51 76 163 258 258
21 16 35 54 76 163 258 258
22 16 35 57 76 163 258 258
23 16 35 58 76 163 258 258
24 16 35 61 76 163 258 258
25 15 35 63 76 163 257 257
26 15 35 66 76 163 257 257
27 15 35 69 76 163 257 257
28 15 34 71 76 162 257 257
29 15 34 73 75 162 257 257
30 14 34 76 77 162 256 256

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 90 103 110 131 250 346 3 396
2 91 104 110 132 251 369 2 544
3 91 104 113 137 246 390 1 926
4 91 105 116 141 244 392 1 490
5 92 107 119 143 243 385 1 181
6 93 109 121 145 243 371 957
7 94 111 122 147 242 355 790
8 94 112 123 149 242 337 663
9 93 112 124 151 241 336 564
10 92 111 124 152 240 334 485
11 91 110 123 151 238 333 420
12 89 108 121 150 237 331 367
13 87 107 119 148 235 329 329
14 85 105 118 146 233 327 327
15 84 103 116 144 231 326 326
16 82 101 114 142 229 324 324
17 80 100 112 141 228 322 322
18 79 98 111 139 226 321 321
19 77 97 109 138 225 319 319
20 76 96 108 137 224 318 318
21 75 95 107 136 223 317 317
22 74 93 106 135 222 316 316
23 73 92 105 134 220 315 315
24 72 91 104 132 219 313 313
25 70 90 103 131 218 312 312
26 69 89 101 130 217 311 311
27 68 87 100 129 215 310 310
28 67 86 99 128 214 309 309
29 66 85 98 126 213 308 308
30 65 84 97 125 212 307 307

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
1 319 332 338 360 479 575 3 438
2 79 92 98 120 239 373 2 572
3 81 95 103 128 236 393 1 943
4 83 98 108 133 236 395 1501
5 86 101 113 137 237 387 1 189
6 88 104 116 140 238 373 963
7 90 107 118 143 238 356 796
8 90 109 120 146 239 338 668
9 91 110 122 149 239 334 568
10 91 110 123 151 239 333 488
11 91 111 124 152 239 333 424
12 92 111 124 152 239 333 371
13 92 111 124 153 239 334 334
14 93 112 125 153 240 334 334
15 93 113 125 154 241 335 335
16 94 114 126 155 242 336 336
17 95 115 127 156 243 337 337
18 96 116 128 157 244 338 338
19 97 116 129 158 244 339 339
20 98 117 130 158 245 339 339
21 98 117 130 158 245 339 339
22 97 117 129 158 245 339 339
23 97 116 129 157 244 338 338
24 96 115 128 156 243 338 338
25 95 114 127 155 242 337 337
26 93 113 126 154 241 335 335
27 92 112 124 153 240 334 334
28 91 110 123 151 238 333 333
29 89 109 121 150 237 331 331
30 88 107 120 149 235 330 330

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 13 35 154 303 3204
2 0 6 13 35 154 347 2 380
3 1 7 15 39 148 364 1 790
4 1 7 17 42 145 364 1 378
5 1 8 20 43 144 356 1 088
6 2 10 21 46 143 342 880
7 2 12 22 47 143 326 726
8 2 11 23 49 142 308 608
9 3 11 25 51 141 291 517
10 4 12 26 52 140 273 444
11 4 12 29 53 140 256 385
12 4 12 31 53 140 240 337
13 4 12 34 53 140 235 296
14 4 12 37 54 140 235 262
15 6 13 38 54 141 235 235
16 6 13 41 54 141 235 235
17 6 14 44 55 141 236 236
18 6 15 46 55 142 236 236
19 7 15 48 56 142 237 237
20 7 17 51 57 143 238 238
21 7 17 53 59 144 239 239
22 8 18 55 61 145 239 239
23 8 19 58 63 145 240 240
24 9 20 61 65 146 240 240
25 9 21 62 66 146 241 241
26 9 21 65 68 147 241 241
27 10 23 67 70 147 241 241
28 10 23 70 72 147 242 242
29 11 24 72 75 147 242 242
30 11 25 74 77 148 242 242

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 47 60 66 88 207 304 3 219
2 48 61 67 89 208 349 2 392
3 47 61 69 94 202 366 1802
4 47 61 71 97 199 367 1 390
5 47 62 74 98 198 360 1 100
6 48 64 76 100 198 347 892
7 48 66 76 101 197 331 737
8 48 66 77 103 196 314 619
9 47 66 78 106 196 296 526
10 46 66 78 106 194 289 453
11 45 65 77 106 193 287 393
12 44 63 76 105 191 286 344
13 43 62 75 103 190 284 302
14 41 61 73 102 189 283 283
15 40 59 72 101 187 282 282
16 38 58 70 99 186 280 280
17 37 57 69 98 185 279 279
18 36 56 68 97 184 278 278
19 35 55 68 96 183 277 277
20 35 54 67 96 182 277 277
21 34 54 67 95 182 276 276
22 34 53 66 95 181 276 276
23 33 53 65 94 181 275 275
24 33 52 65 93 180 274 274
25 32 51 64 92 179 274 274
26 31 51 66 92 179 273 273
27 30 50 69 91 178 272 272
28 30 49 71 90 177 272 272
29 29 49 73 90 177 271 271
30 29 48 76 89 176 270 270

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
1 111 123 130 152 270 367 3401
2 112 124 131 153 272 369 2 544
3 113 126 135 159 268 389 1 923
4 114 128 139 164 266 392 1 489
5 115 131 142 166 267 386 1 183
6 117 133 145 169 267 373 961
7 118 136 146 171 267 361 796
8 118 136 147 173 266 361 670
9 118 136 148 176 266 360 571
10 117 136 149 177 265 359 492
11 116 136 148 177 264 358 428
12 115 134 147 176 262 357 375
13 113 133 145 174 261 355 355
14 111 131 143 172 259 353 353
15 109 129 141 170 257 351 351
16 107 126 139 168 254 349 349
17 105 124 137 166 252 347 347
18 103 122 135 164 250 345 345
19 101 120 133 162 248 343 343
20 99 119 131 160 247 341 341
21 98 117 130 158 245 339 339
22 96 115 128 156 243 338 338
23 94 113 126 155 241 336 336
24 92 111 124 153 240 334 334
25 90 110 122 151 238 332 332
26 88 108 120 149 236 330 330
27 87 106 119 147 234 328 328
28 85 104 117 146 232 327 327
29 83 103 115 144 231 325 325
30 82 101 114 142 229 323 323

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
1 162 174 181 203 322 418 3 469
2 172 184 191 213 331 428 2 623
3 176 189 198 222 331 427 1 993
4 178 192 202 228 330 425 1 544
5 179 194 206 230 330 425 1 224
6 179 196 207 232 330 424 992
7 180 197 208 233 328 423 819
8 179 197 208 234 327 422 687
9 178 196 208 236 326 420 583
10 177 196 209 237 325 419 501
11 175 195 207 236 323 417 434
12 173 192 205 234 320 415 415
13 170 190 202 231 318 412 412
14 167 187 199 228 315 409 409
15 164 184 196 225 312 406 406
16 161 181 193 222 309 403 403
17 158 178 190 219 306 400 400
18 155 175 187 216 303 397 397
19 152 172 184 213 300 394 394
20 149 169 181 210 297 391 391
21 146 166 178 207 294 388 388
22 143 163 175 204 291 385 385
23 140 160 172 201 288 382 382
24 137 157 169 198 285 379 379
25 134 153 166 195 282 376 376
26 131 150 163 192 279 373 373
27 128 148 160 189 276 370 370
28 125 145 157 186 273 367 367
29 123 142 155 183 270 364 364
30 120 139 152 181 267 362 362

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 27 40 46 68 187 313 3 324
2 28 40 47 69 188 359 2 472
3 27 41 49 74 182 377 1 860
4 27 42 52 77 180 378 1 433
5 28 43 55 79 179 369 1 132
6 28 45 56 81 179 355 916
7 29 47 58 82 178 339 756
8 28 47 58 84 177 321 634
9 28 47 58 86 176 302 539
10 27 47 59 87 175 284 463
11 27 46 59 88 175 269 401
12 26 46 59 87 174 268 351
13 26 45 58 87 173 268 308
14 26 45 58 86 173 267 273
15 25 45 57 86 173 267 267
16 25 44 57 86 173 267 267
17 25 44 57 86 173 267 267
18 25 44 57 86 173 267 267
19 25 45 57 86 173 267 267
20 25 45 57 86 173 267 267
21 25 45 57 86 173 267 267
22 25 45 57 86 173 267 267
23 25 44 60 86 172 267 267
24 25 44 62 85 172 267 267
25 24 44 65 85 172 266 266
26 24 44 67 85 172 266 266
27 24 43 70 85 171 266 266
28 23 43 72 84 171 265 265
29 23 43 75 84 171 265 265
30 23 42 77 83 170 265 265

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 24 37 43 65 184 310 3 287
2 26 38 45 67 185 357 2 449
3 27 40 49 73 182 374 1 846
4 28 42 53 78 180 376 1 424
5 29 45 57 80 181 368 1 126
6 31 48 59 84 181 354 912
7 33 51 61 86 182 338 753
8 33 52 63 89 182 321 633
9 34 53 64 92 182 303 538
10 35 54 66 94 182 285 463
11 35 55 67 96 183 277 402
12 35 55 67 96 183 277 352
13 35 55 67 96 183 277 310
14 35 55 67 96 183 277 277
15 35 54 67 96 183 277 277
16 35 54 67 95 182 277 277
17 35 54 67 95 182 277 277
18 35 54 67 95 182 277 277
19 35 54 67 96 182 277 277
20 35 55 67 96 183 277 277
21 35 55 67 96 183 277 277
22 35 55 67 96 183 277 277
23 35 54 67 96 182 277 277
24 35 54 67 95 182 277 277
25 34 54 66 95 182 276 276
26 34 53 68 94 181 276 276
27 33 53 70 94 181 275 275
28 33 52 73 93 180 274 274
29 32 51 75 93 180 274 274
30 31 51 78 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
1 121 134 140 162 281 377 3 461
2 120 132 139 161 280 376 2 592
3 118 132 140 165 273 395 1 959
4 118 132 142 168 270 398 1513
5 118 133 145 169 269 390 1 197
6 118 134 146 171 268 376 969
7 118 136 147 172 267 361 800
8 118 136 147 173 266 361 671
9 117 136 148 175 265 360 570
10 117 136 149 177 265 359 490
11 116 136 148 177 264 358 424
12 115 135 147 176 263 357 370
13 114 133 146 175 261 356 356
14 113 132 145 173 260 355 355
15 111 130 143 171 258 353 353
16 109 128 141 169 256 350 350
17 106 125 138 167 253 348 348
18 104 123 136 165 251 346 346
19 102 121 134 162 249 344 344
20 100 119 132 160 247 342 342
21 97 117 130 158 245 339 339
22 95 115 127 156 243 337 337
23 93 112 125 154 241 335 335
24 91 110 123 152 238 333 333
25 89 108 121 149 236 331 331
26 87 106 119 147 234 328 328
27 84 104 117 145 232 326 326
28 82 102 115 143 230 324 324
29 80 100 113 141 228 322 322
30 78 98 111 139 226 320 320

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 14 36 154 304 3 217
2 0 9 16 38 156 349 2 390
3 1 11 19 44 153 366 1801
4 1 13 23 49 151 367 1 390
5 1 16 27 51 152 360 1 100
6 2 19 30 55 152 347 891
7 4 22 32 57 153 331 736
8 4 22 34 60 153 313 618
9 4 23 35 63 153 296 525
10 5 24 36 65 152 278 451
11 5 24 37 65 152 261 391
12 4 24 37 65 152 246 342
13 4 24 36 65 152 246 301
14 4 23 37 65 151 246 266
15 6 23 40 64 151 246 246
16 6 23 41 64 151 245 245
17 6 23 44 64 151 245 245
18 7 23 47 64 151 245 245
19 7 23 49 64 151 246 246
20 7 24 51 65 152 246 246
21 7 24 54 65 152 246 246
22 8 24 56 66 152 247 247
23 8 25 58 66 153 247 247
24 9 25 61 66 153 247 247
25 9 25 63 68 153 247 247
26 9 25 66 70 153 247 247
27 10 25 68 72 153 248 248
28 10 25 71 73 153 248 248
29 11 25 73 75 153 248 248
30 11 25 76 77 153 248 248

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 72 191 306 3 240
2 31 44 50 72 191 352 2 411
3 30 43 52 76 185 369 1 816
4 29 43 54 79 181 370 1 400
5 29 44 56 80 180 361 1107
6 31 48 59 84 182 348 895
7 29 47 58 83 178 331 738
8 33 51 62 89 181 314 619
9 32 51 63 91 180 296 526
10 27 46 59 87 175 278 452
11 23 42 55 84 171 265 392
12 20 39 52 81 167 262 342
13 17 37 50 78 165 259 301
14 16 35 48 76 163 257 266
15 14 33 46 75 162 256 256
16 13 32 45 73 160 254 254
17 12 31 44 72 159 254 254
18 11 31 47 72 159 253 253
19 11 30 49 71 158 253 253
20 11 30 51 71 158 253 253
21 11 30 54 71 158 253 253
22 11 30 56 71 158 253 253
23 11 30 58 71 158 253 253
24 11 30 61 71 158 252 252
25 10 30 63 71 158 252 252
26 10 30 66 71 158 252 252
27 10 30 68 71 158 252 252
28 10 29 71 73 158 252 252
29 11 29 73 75 157 252 252
30 11 29 76 77 157 252 252

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
1 198 211 217 239 358 454 4 286
2 194 207 213 235 354 452 3 193
3 189 202 211 235 344 473 2401
4 184 199 209 234 337 474 1 846
5 180 196 207 231 332 464 1 455
6 177 193 205 230 327 446 1 174
7 174 192 202 227 323 425 966
8 170 188 199 225 318 413 808
9 166 185 197 224 314 408 685
10 162 181 194 222 310 404 587
11 158 178 190 219 306 400 508
12 154 174 186 215 302 396 442
13 150 170 182 211 298 392 392
14 146 166 179 207 294 388 388
15 143 162 175 204 290 385 385
16 139 159 172 200 287 381 381
17 136 156 168 197 284 378 378
18 133 153 165 194 281 375 375
19 130 150 162 191 278 372 372
20 128 147 160 188 275 369 369
21 125 144 157 185 272 367 367
22 122 141 154 183 269 364 364
23 119 139 151 180 267 361 361
24 117 136 149 177 264 359 359
25 114 133 146 175 262 356 356
26 111 131 144 172 259 353 353
27 109 128 141 170 257 351 351
28 107 126 139 167 254 349 349
29 104 124 137 165 252 346 346
30 102 122 134 163 250 344 344

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 52 171 303 3209
2 0 14 26 52 171 348 2 384
3 1 17 28 56 167 365 1 796
4 1 20 32 61 166 367 1 387
5 3 23 36 67 167 359 1 098
6 5 27 39 69 168 346 890
7 8 31 42 71 168 330 735
8 10 34 46 74 168 313 617
9 12 37 50 76 168 296 525
10 13 39 51 77 168 278 451
11 14 40 53 78 168 263 391
12 14 42 54 80 168 263 342
13 15 43 55 80 168 263 301
14 16 44 55 81 168 263 266
15 16 44 55 81 168 263 263
16 16 44 55 81 168 262 262
17 16 44 55 81 168 262 262
18 16 44 55 81 168 262 262
19 16 44 55 81 168 263 263
20 16 44 55 81 168 263 263
21 16 44 55 81 169 263 263
22 16 44 56 81 169 263 263
23 16 44 58 81 169 263 263
24 16 44 61 81 169 263 263
25 16 44 63 81 168 263 263
26 16 44 66 81 168 263 263
27 16 44 68 81 168 262 262
28 16 44 71 81 168 262 262
29 16 44 73 81 167 262 262
30 16 44 76 81 167 262 262

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 14 133 302 3 197
2 0 1 6 14 131 346 2 373
3 1 1 9 17 125 363 1 783
4 1 3 11 20 121 363 1 373
5 1 4 14 22 120 354 1 084
6 2 4 16 25 120 341 876
7 2 6 19 27 120 324 723
8 2 6 22 30 120 307 606
9 3 7 24 33 120 289 515
10 4 8 26 35 120 272 442
11 4 9 29 37 120 255 384
12 4 10 31 39 120 239 335
13 4 10 34 41 120 224 295
14 4 12 36 43 120 215 261
15 6 12 38 45 121 215 232
16 6 13 41 48 121 215 215
17 6 14 43 50 121 215 215
18 6 15 46 52 123 216 216
19 7 15 48 54 125 216 216
20 7 17 50 56 127 217 217
21 7 17 53 58 128 218 218
22 8 18 55 60 130 218 218
23 8 18 57 62 132 218 218
24 8 20 59 64 133 218 218
25 9 20 62 66 135 218 218
26 9 21 64 68 137 218 218
27 10 23 67 70 138 218 218
28 10 23 69 71 138 218 218
29 10 24 72 73 140 218 218
30 11 25 74 75 141 218 218

ANNEX III

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

Currency National insurance market Volatility adjustment (in bps)
Euro Austria 5
Euro Belgium 5
Euro Cyprus 5
Euro Estonia 5
Euro Finland 5
Euro France 5
Euro Germany 5
Euro Greece 5
Euro Ireland 5
Euro Italy 5
Euro Latvia 5
Euro Lithuania 5
Euro Luxembourg 5
Euro Malta 5
Euro Netherlands 5
Euro Portugal 5
Euro Slovakia 5
Euro Slovenia 5
Euro Spain 5
Czech koruna Czech Republic 12
Danish krone Denmark 45
Forint Hungary 3
Krona Sweden 12
Kuna Croatia 1
Lev Bulgaria -3
Pound sterling United Kingdom 8
Romanian leu Romania -0
Zloty Poland 3
Króna Iceland -1
Norwegian krone Norway 34
Swiss franc Liechtenstein 10
Swiss franc Switzerland 10
Australian dollar Australia 11
Canadian dollar Canada 41
Renminbi-yuan China 44
Hong Kong dollar Hong Kong 2
US dollar United States 25
Yen Japan 7

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