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Commission Implementing Regulation (EU) 2022/186 of 10 February 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2021 until 30 March 2022 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 2022-02-11
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) Austria Belgium Bulgaria Croatia Czech Republic Cyprus Denmark
1 0 0 30 5 0 23 0
2 0 0 37 5 0 38 0
3 0 0 42 5 1 44 0
4 0 2 45 5 2 45 0
5 0 3 49 5 4 48 0
6 1 4 52 5 6 50 0
7 1 5 54 5 8 51 0
8 2 6 56 5 10 51 0
9 3 7 58 5 11 49 0
10 3 8 59 5 13 48 0
Duration (in years) Estonia Finland France Germany Greece Hungary Ireland
--- --- --- --- --- --- --- ---
1 0 0 0 0 368 4 15
2 0 0 0 0 229 4 21
3 0 0 0 0 203 4 23
4 2 0 0 0 178 4 24
5 3 0 0 0 163 4 25
6 4 0 0 0 161 4 26
7 5 0 0 0 158 4 27
8 6 0 1 0 162 3 28
9 7 0 2 0 164 1 29
10 8 0 3 0 166 4 29
Duration (in years) Italy Latvia Lithuania Luxembourg Malta Netherlands Poland
--- --- --- --- --- --- --- ---
1 6 4 5 0 15 0 4
2 14 10 11 0 21 0 4
3 18 13 14 0 23 0 4
4 21 15 16 0 24 0 4
5 24 17 18 0 25 0 4
6 25 18 20 0 26 0 4
7 27 19 21 0 27 0 4
8 28 21 23 0 28 0 4
9 30 22 24 1 29 0 4
10 31 22 24 2 29 0 4
Duration (in years) Portugal Romania Slovakia Slovenia Spain Sweden United Kingdom
--- --- --- --- --- --- --- ---
1 23 9 11 17 5 0 0
2 38 16 14 20 11 0 0
3 44 18 17 24 14 0 0
4 45 19 18 28 16 0 0
5 48 20 19 31 18 0 0
6 50 22 20 34 20 0 0
7 51 23 22 36 21 0 0
8 51 25 23 37 23 0 0
9 49 26 23 38 24 0 0
10 48 24 24 38 24 0 0
Duration (in years) Liechtenstein Norway Switzerland Australia Brazil Canada Chile
--- --- --- --- --- --- --- ---
1 0 0 0 0 12 0 17
2 0 0 0 0 12 0 18
3 0 0 0 0 12 0 18
4 0 0 0 0 12 0 17
5 0 0 0 0 12 0 15
6 0 0 0 0 12 0 15
7 0 0 0 0 12 0 14
8 0 0 0 0 12 0 15
9 0 0 0 0 12 0 15
10 0 0 0 0 12 0 13
Duration (in years) China Colombia Hong Kong India Japan Malaysia Mexico
--- --- --- --- --- --- --- ---
1 0 12 0 10 0 0 9
2 1 18 0 10 0 0 9
3 2 28 0 10 0 0 10
4 3 35 0 10 0 0 10
5 3 37 0 10 0 0 10
6 4 40 0 10 0 0 10
7 4 41 0 10 0 0 10
8 8 39 0 10 0 0 10
9 5 37 0 10 0 0 10
10 5 39 0 10 1 0 10
Duration (in years) New Zealand Russia Singapore South Africa South Korea Thailand Taiwan
--- --- --- --- --- --- --- ---
1 0 0 0 7 9 1 4
2 0 0 0 9 11 0 4
3 0 0 0 11 12 0 4
4 0 0 0 11 14 0 4
5 0 2 0 11 15 0 4
6 0 5 0 12 15 0 4
7 0 7 0 14 16 0 4
8 0 11 0 16 16 0 4
9 0 17 0 17 16 0 4
10 0 17 0 18 16 0 4
Duration (in years) United States
--- ---
1 0
2 0
3 0
4 0
5 0
6 0
7 0
8 0
9 0
10 0

2. Exposures to financial institutions

2.1.   Euro

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 7 20 43 113 225 526 1 205
2 7 20 43 113 225 526 971
3 8 22 44 107 222 522 792
4 9 24 47 109 221 522 656
5 10 27 52 113 221 522 552
6 11 29 55 117 221 522 522
7 13 31 57 120 221 522 522
8 13 32 57 119 221 522 522
9 13 32 57 118 221 522 522
10 13 34 57 118 221 522 522
11 14 35 57 118 221 522 522
12 14 36 58 118 221 522 522
13 15 36 58 118 221 522 522
14 15 36 58 118 221 522 522
15 15 36 58 118 221 522 522
16 15 36 58 118 221 522 522
17 15 36 58 118 221 522 522
18 15 36 58 118 221 522 522
19 15 36 58 118 221 522 522
20 15 36 58 118 221 522 522
21 16 36 58 118 221 522 522
22 17 36 58 118 221 522 522
23 17 36 58 118 221 522 522
24 18 36 58 118 221 522 522
25 18 36 58 118 221 522 522
26 19 36 58 118 221 522 522
27 19 36 58 118 221 522 522
28 21 36 58 118 221 522 522
29 21 36 58 118 221 522 522
30 22 36 58 118 221 522 522

2.2.   Czech koruna

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 15 28 51 121 234 535 1 305
2 17 30 53 123 236 537 1 047
3 18 33 55 118 233 533 851
4 19 35 57 120 231 532 702
5 20 37 62 123 231 532 588
6 21 38 65 127 230 531 531
7 21 40 66 129 229 530 530
8 21 40 65 127 229 530 530
9 20 40 64 126 228 529 529
10 20 41 64 125 228 529 529
11 20 41 64 125 227 528 528
12 20 41 63 124 227 527 527
13 20 41 63 124 226 527 527
14 20 41 62 123 225 526 526
15 19 41 62 123 225 526 526
16 19 40 61 122 225 525 525
17 19 40 61 122 224 525 525
18 18 40 61 122 224 525 525
19 19 40 61 122 225 525 525
20 19 41 62 123 225 526 526
21 19 41 62 123 225 526 526
22 19 41 62 123 225 526 526
23 20 41 62 123 225 526 526
24 20 41 62 123 226 526 526
25 20 41 62 123 225 526 526
26 20 41 62 123 225 526 526
27 21 41 62 123 225 526 526
28 21 41 62 123 225 526 526
29 22 41 62 123 225 526 526
30 22 41 62 123 225 526 526

2.3.   Danish krone

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 43 113 225 526 1 205
2 6 19 43 113 225 526 971
3 7 22 44 107 222 522 792
4 9 24 47 109 221 521 656
5 10 26 52 112 221 521 551
6 11 29 55 117 221 521 521
7 12 31 57 120 221 521 521
8 12 31 57 119 221 521 521
9 13 32 57 118 221 521 521
10 13 34 57 118 221 521 521
11 14 35 57 118 221 521 521
12 14 35 57 118 221 521 521
13 14 36 57 118 221 521 521
14 15 36 57 118 221 521 521
15 15 36 57 118 221 521 521
16 15 36 57 118 221 521 521
17 15 36 57 118 221 521 521
18 15 36 57 118 221 521 521
19 15 36 57 118 221 521 521
20 15 36 57 118 221 521 521
21 16 36 57 118 221 521 521
22 17 36 57 118 221 521 521
23 17 36 57 118 221 521 521
24 18 36 57 118 221 521 521
25 18 36 57 118 221 521 521
26 19 36 57 118 221 521 521
27 19 36 57 118 221 521 521
28 21 36 57 118 221 521 521
29 21 36 57 118 221 521 521
30 22 36 57 118 221 521 521

2.4.   Forint

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 90 113 183 296 596 1 283
2 74 87 110 180 293 593 1 038
3 78 92 114 177 292 593 848
4 77 92 115 178 289 590 702
5 77 93 118 179 287 588 590
6 76 94 120 182 286 586 586
7 76 94 120 183 284 585 585
8 75 94 119 181 283 584 584
9 74 94 118 179 282 583 583
10 71 92 115 176 279 579 579
11 69 90 113 174 276 577 577
12 69 90 112 173 275 576 576
13 68 90 111 172 274 575 575
14 68 90 111 172 274 575 575
15 68 89 111 171 274 575 575
16 67 89 110 171 273 574 574
17 67 89 110 171 273 574 574
18 66 88 109 170 272 573 573
19 66 87 108 169 272 572 572
20 65 87 108 169 271 572 572
21 65 86 107 168 271 571 571
22 64 85 107 167 270 571 571
23 63 85 106 167 269 570 570
24 62 84 105 166 268 569 569
25 61 83 104 165 267 568 568
26 60 82 103 164 266 567 567
27 59 81 102 163 265 566 566
28 58 80 101 161 264 565 565
29 57 79 100 160 263 564 564
30 56 77 99 159 262 563 563

2.5.   Krona

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 47 117 229 530 1 216
2 12 25 48 119 231 532 980
3 14 28 51 114 228 529 800
4 16 31 54 117 228 529 663
5 18 34 59 120 228 529 557
6 19 36 62 125 228 529 529
7 20 38 64 127 228 529 529
8 19 38 64 125 227 528 528
9 19 39 63 124 227 528 528
10 19 40 63 124 227 527 527
11 20 41 63 124 226 527 527
12 20 41 63 124 226 527 527
13 20 42 63 124 226 527 527
14 20 42 63 124 226 527 527
15 21 42 63 124 226 527 527
16 20 42 63 124 226 527 527
17 20 42 63 124 226 527 527
18 21 42 63 124 227 527 527
19 21 42 64 125 227 528 528
20 21 43 64 125 227 528 528
21 22 43 64 125 228 528 528
22 22 44 65 126 228 529 529
23 22 44 65 126 228 529 529
24 22 44 65 126 228 529 529
25 22 44 65 126 228 529 529
26 22 44 65 126 228 529 529
27 22 44 65 126 228 529 529
28 22 44 65 126 228 529 529
29 22 44 65 125 228 529 529
30 22 43 64 125 228 528 528

2.6.   Kuna

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 84 154 266 567 1 213
2 51 64 87 157 270 570 976
3 56 70 92 155 270 571 796
4 59 75 97 160 271 572 659
5 62 78 103 164 272 573 573
6 63 80 107 169 272 573 573
7 63 82 108 171 272 572 572
8 63 82 107 169 271 572 572
9 62 81 106 167 270 570 570
10 61 81 105 166 268 569 569
11 60 81 104 165 267 568 568
12 59 81 103 164 266 567 567
13 59 80 101 162 265 565 565
14 58 79 100 161 264 564 564
15 57 78 99 160 263 563 563
16 56 77 99 160 262 563 563
17 55 77 98 159 261 562 562
18 55 76 97 158 261 561 561
19 54 76 97 158 260 561 561
20 54 75 96 157 260 560 560
21 53 75 96 157 259 560 560
22 52 74 95 156 258 559 559
23 52 73 94 155 257 558 558
24 51 72 94 154 257 558 558
25 50 72 93 154 256 557 557
26 49 71 92 153 255 556 556
27 48 70 91 152 254 555 555
28 48 69 90 151 253 554 554
29 47 68 89 150 253 553 553
30 46 68 89 150 252 553 553

2.7.   Lev

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 42 112 224 525 1 204
2 6 19 42 112 224 525 970
3 7 21 43 106 221 522 792
4 8 23 46 109 220 521 656
5 9 26 51 112 220 521 551
6 10 28 54 116 220 521 521
7 12 30 56 119 220 521 521
8 12 31 56 118 220 521 521
9 12 32 56 117 220 521 521
10 12 33 56 117 220 521 521
11 13 34 57 118 220 521 521
12 13 35 57 118 220 521 521
13 14 35 57 118 220 521 521
14 14 36 57 118 220 521 521
15 14 36 57 118 220 521 521
16 14 36 57 118 220 521 521
17 14 35 57 118 220 521 521
18 14 36 57 118 220 521 521
19 14 36 57 118 220 521 521
20 15 36 57 118 220 521 521
21 16 36 57 118 220 521 521
22 17 36 57 118 220 521 521
23 17 36 57 118 220 521 521
24 18 36 57 118 220 521 521
25 18 36 57 118 220 521 521
26 19 36 57 118 220 521 521
27 19 36 57 118 220 521 521
28 21 36 57 118 220 521 521
29 21 36 57 118 220 521 521
30 22 36 57 118 220 521 521

2.8.   Pound sterling

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 8 24 53 143 243 544 1 231
2 8 24 53 143 243 544 994
3 9 26 53 130 240 540 811
4 10 28 55 121 238 539 671
5 12 30 56 111 237 538 563
6 14 34 59 105 236 537 537
7 16 36 61 98 235 535 535
8 17 38 59 92 234 534 534
9 20 44 62 87 233 533 533
10 19 44 61 84 232 533 533
11 18 43 59 84 231 532 532
12 18 43 60 86 230 531 531
13 18 43 61 86 229 530 530
14 18 43 61 86 229 530 530
15 18 43 61 86 228 529 529
16 18 43 61 86 227 527 527
17 18 43 61 86 226 527 527
18 18 43 61 86 225 526 526
19 18 43 61 86 225 526 526
20 18 43 61 86 226 526 526
21 18 43 61 86 226 526 526
22 18 43 61 86 225 526 526
23 18 43 61 86 225 526 526
24 18 43 61 86 224 525 525
25 18 43 61 86 224 524 524
26 19 43 61 86 223 524 524
27 19 43 61 86 222 523 523
28 21 43 61 86 222 523 523
29 21 43 61 86 221 522 522
30 22 43 61 86 221 522 522

2.9.   Romanian leu

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 84 97 121 191 303 604 1 292
2 83 96 119 189 302 602 1 044
3 82 97 119 182 297 597 853
4 82 97 120 182 294 595 706
5 81 97 122 183 291 592 594
6 80 98 124 186 290 590 590
7 79 97 124 186 287 588 588
8 77 96 121 183 285 586 586
9 75 95 119 181 283 584 584
10 74 95 118 179 282 582 582
11 73 94 117 178 280 581 581
12 72 94 115 176 279 579 579
13 71 93 114 175 277 578 578
14 70 92 113 174 276 577 577
15 69 90 111 172 275 575 575
16 68 89 110 171 273 574 574
17 66 88 109 170 272 573 573
18 66 87 108 169 272 572 572
19 65 86 107 168 271 572 572
20 64 86 107 168 270 571 571
21 63 85 106 167 269 570 570
22 62 84 105 166 268 569 569
23 61 83 104 165 267 568 568
24 60 82 103 164 266 567 567
25 59 81 102 163 265 566 566
26 58 79 101 161 264 565 565
27 57 78 99 160 263 563 563
28 56 77 98 159 262 562 562
29 55 76 97 158 261 561 561
30 54 75 96 157 260 560 560

2.10.   Zloty

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 56 70 93 163 275 576 1 267
2 56 69 92 162 275 575 1 028
3 56 70 93 156 270 571 840
4 57 72 95 157 269 569 696
5 56 73 98 159 267 568 585
6 56 73 100 162 265 566 566
7 56 74 100 163 264 565 565
8 54 74 99 161 263 564 564
9 53 73 97 159 261 562 562
10 53 73 97 158 260 561 561
11 52 73 96 157 259 560 560
12 52 73 95 156 259 559 559
13 52 73 95 156 258 559 559
14 51 73 94 155 257 558 558
15 51 72 94 154 257 558 558
16 50 72 93 154 256 557 557
17 49 71 92 153 255 556 556
18 49 71 92 153 255 556 556
19 48 70 91 152 254 555 555
20 48 70 91 152 254 555 555
21 48 70 91 152 254 555 555
22 48 69 90 151 254 554 554
23 47 69 90 151 253 554 554
24 47 68 89 150 252 553 553
25 46 68 89 149 252 553 553
26 45 67 88 149 251 552 552
27 44 66 87 148 250 551 551
28 44 65 86 147 250 550 550
29 43 65 86 147 249 550 550
30 42 64 85 146 248 549 549

2.11.   Norwegian krone

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 68 138 250 551 1 238
2 32 45 69 139 251 552 1 000
3 32 47 69 132 247 547 816
4 33 48 71 133 245 546 676
5 34 50 75 136 244 545 568
6 34 51 78 140 243 544 544
7 34 53 79 142 242 543 543
8 33 52 78 140 242 542 542
9 33 53 77 138 241 542 542
10 33 53 77 138 240 541 541
11 33 54 76 137 240 540 540
12 32 54 76 137 239 540 540
13 32 54 75 136 238 539 539
14 32 53 74 135 238 538 538
15 31 53 74 135 237 538 538
16 30 52 73 134 236 537 537
17 30 52 73 134 236 537 537
18 30 51 72 133 236 536 536
19 30 51 72 133 235 536 536
20 30 51 72 133 236 536 536
21 30 51 72 133 236 536 536
22 30 51 72 133 236 536 536
23 29 51 72 133 235 536 536
24 29 51 72 133 235 536 536
25 29 51 72 133 235 536 536
26 29 50 71 132 235 535 535
27 28 50 71 132 234 535 535
28 28 50 71 132 234 535 535
29 28 49 70 131 234 534 534
30 27 49 70 131 233 534 534

2.12.   Swiss franc

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 3 25 95 207 508 1 201
2 1 5 25 96 208 509 968
3 2 5 27 90 205 505 790
4 2 7 30 92 204 504 654
5 4 9 35 95 203 504 549
6 4 11 38 100 203 504 504
7 5 14 40 103 203 504 504
8 6 14 40 102 203 504 504
9 7 15 40 101 203 504 504
10 8 16 40 101 203 504 504
11 8 18 41 102 204 505 505
12 9 18 40 101 203 504 504
13 10 19 41 102 204 505 505
14 10 19 40 101 204 504 504
15 12 18 39 100 202 503 503
16 12 17 38 99 202 502 502
17 13 17 38 99 202 502 502
18 14 17 38 99 202 502 502
19 14 18 39 100 202 503 503
20 15 18 39 100 202 503 503
21 15 20 40 100 203 504 504
22 17 20 40 101 203 504 504
23 17 21 39 100 203 503 503
24 18 21 39 100 202 503 503
25 18 22 39 100 202 503 503
26 19 23 39 100 202 503 503
27 19 24 41 100 202 503 503
28 21 24 42 100 202 503 503
29 21 25 43 100 202 503 503
30 22 26 44 100 202 503 503

2.13.   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 45 58 82 152 264 565 1 223
2 45 58 82 152 264 565 990
3 46 60 83 146 260 561 810
4 47 62 85 147 259 559 672
5 47 64 89 150 258 558 565
6 47 65 91 153 257 557 557
7 48 66 92 155 256 557 557
8 47 66 91 153 255 556 556
9 46 66 90 151 254 555 555
10 46 66 90 151 253 554 554
11 46 67 89 150 252 553 553
12 45 67 89 149 252 553 553
13 45 66 88 149 251 552 552
14 45 66 87 148 250 551 551
15 44 66 87 148 250 551 551
16 43 65 86 147 249 550 550
17 43 64 85 146 249 549 549
18 42 64 85 146 248 549 549
19 42 63 84 145 248 548 548
20 42 63 84 145 248 548 548
21 41 63 84 145 247 548 548
22 41 62 84 145 247 548 548
23 40 62 83 144 246 547 547
24 40 61 82 143 246 546 546
25 39 61 82 143 245 546 546
26 38 60 81 142 244 545 545
27 38 59 80 141 243 544 544
28 37 58 80 140 243 544 544
29 36 58 79 140 242 543 543
30 35 57 78 139 241 542 542

2.14.   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 18 31 54 124 236 537 1 223
2 21 34 58 128 240 541 986
3 25 40 62 125 240 540 805
4 29 44 67 129 241 542 668
5 32 48 73 134 242 543 562
6 31 48 75 137 240 541 541
7 35 54 80 143 244 544 544
8 34 53 79 140 242 543 543
9 35 55 79 141 243 544 544
10 37 57 81 142 244 545 545
11 39 59 82 143 245 546 546
12 40 61 83 144 246 547 547
13 40 62 83 144 246 547 547
14 41 62 83 144 247 548 548
15 41 63 84 145 247 548 548
16 40 62 83 144 246 547 547
17 41 62 83 144 246 547 547
18 40 62 83 144 246 547 547
19 40 61 82 143 246 546 546
20 40 61 82 143 246 546 546
21 40 61 82 143 246 546 546
22 39 61 82 143 245 546 546
23 39 61 82 143 245 546 546
24 39 60 81 142 245 545 545
25 38 60 81 142 244 545 545
26 38 59 80 141 244 544 544
27 37 59 80 141 243 544 544
28 37 58 79 140 243 543 543
29 36 58 79 140 242 543 543
30 36 57 78 139 242 542 542

2.15.   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 17 30 54 124 236 537 1 239
2 19 32 55 125 237 538 999
3 21 35 57 120 235 536 816
4 22 38 60 123 234 535 675
5 24 40 65 126 234 535 567
6 25 42 69 131 234 535 535
7 26 44 70 133 234 535 535
8 26 45 70 132 234 535 535
9 26 46 70 132 234 535 535
10 27 47 71 132 234 535 535
11 27 48 71 132 234 535 535
12 28 49 71 132 234 535 535
13 28 50 71 132 234 535 535
14 29 50 71 132 234 535 535
15 29 50 71 132 234 535 535
16 28 50 71 132 234 535 535
17 28 50 71 132 234 535 535
18 28 50 71 132 234 535 535
19 28 50 71 132 234 535 535
20 28 50 71 132 234 535 535
21 28 50 71 132 234 535 535
22 28 50 71 132 234 535 535
23 28 49 70 131 233 534 534
24 27 49 70 131 233 534 534
25 27 48 69 130 233 533 533
26 26 48 69 130 232 533 533
27 26 47 68 129 232 532 532
28 25 47 68 129 231 532 532
29 25 47 68 129 231 532 532
30 25 46 67 128 230 531 531

2.16.   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 50 63 86 156 269 569 1 305
2 53 66 89 159 272 572 1 055
3 57 71 94 157 271 572 863
4 60 75 98 160 272 572 715
5 62 78 103 164 272 573 601
6 63 81 107 169 273 574 574
7 65 83 109 172 273 574 574
8 64 83 109 171 273 573 573
9 64 84 109 170 272 573 573
10 65 85 109 170 272 573 573
11 65 86 109 170 272 573 573
12 65 87 108 169 272 572 572
13 65 86 108 169 271 572 572
14 64 86 107 168 270 571 571
15 64 85 106 167 269 570 570
16 63 84 106 166 269 570 570
17 62 84 105 166 268 569 569
18 62 83 104 165 267 568 568
19 61 83 104 165 267 568 568
20 60 82 103 164 266 567 567
21 60 81 102 163 266 566 566
22 59 80 101 162 265 566 566
23 58 80 101 162 264 565 565
24 57 79 100 161 263 564 564
25 56 78 99 160 262 563 563
26 55 77 98 159 261 562 562
27 54 76 97 158 260 561 561
28 53 75 96 157 259 560 560
29 52 74 95 156 258 559 559
30 51 73 94 155 257 558 558

2.17.   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 81 94 117 187 300 600 1 297
2 86 99 122 192 305 605 1 061
3 88 102 125 188 302 603 875
4 89 105 127 190 301 602 729
5 93 109 134 195 303 604 615
6 95 112 139 201 304 605 605
7 97 115 141 204 305 606 606
8 98 117 142 204 306 607 607
9 99 119 143 204 307 608 608
10 100 120 144 205 307 608 608
11 100 121 144 205 307 608 608
12 100 121 143 204 306 607 607
13 99 120 142 203 305 606 606
14 98 119 141 201 304 605 605
15 96 118 139 200 302 603 603
16 95 117 138 199 301 602 602
17 94 115 137 197 300 601 601
18 92 114 135 196 298 599 599
19 91 113 134 195 297 598 598
20 90 111 133 193 296 597 597
21 88 110 131 192 294 595 595
22 87 108 130 191 293 594 594
23 85 107 128 189 291 592 592
24 84 105 126 187 290 590 590
25 82 104 125 186 288 589 589
26 80 102 123 184 286 587 587
27 79 100 121 182 285 585 585
28 77 99 120 181 283 584 584
29 76 97 118 179 281 582 582
30 74 96 117 178 280 581 581

2.18.   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 11 24 48 118 230 531 1 224
2 14 27 51 121 233 534 989
3 18 32 54 117 232 532 808
4 20 36 58 121 232 533 669
5 23 39 64 125 233 534 563
6 24 42 68 130 234 535 535
7 26 44 70 133 234 535 535
8 26 45 70 132 234 535 535
9 26 46 70 131 234 535 535
10 26 47 70 131 234 535 535
11 27 48 71 132 234 535 535
12 27 48 70 131 233 534 534
13 27 48 70 131 233 534 534
14 26 48 69 130 232 533 533
15 26 47 68 129 232 532 532
16 25 47 68 129 231 532 532
17 25 46 67 128 231 531 531
18 24 46 67 128 230 531 531
19 24 46 67 128 230 531 531
20 24 46 67 128 230 531 531
21 25 46 67 128 231 531 531
22 25 46 67 128 231 531 531
23 25 46 67 128 230 531 531
24 24 46 67 128 230 531 531
25 24 46 67 128 230 531 531
26 24 46 67 128 230 531 531
27 24 45 67 127 230 531 531
28 24 45 66 127 230 530 530
29 23 45 66 127 229 530 530
30 23 45 66 127 229 530 530

2.19.   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 95 108 131 201 314 614 1 297
2 96 109 132 202 315 615 1 051
3 97 112 134 197 312 612 861
4 99 114 137 199 311 612 715
5 100 117 142 202 311 611 611
6 101 118 145 207 310 611 611
7 102 120 146 209 310 611 611
8 101 121 146 208 310 611 611
9 101 121 145 206 309 610 610
10 100 120 144 205 308 608 608
11 99 120 143 204 306 607 607
12 98 119 141 202 304 605 605
13 96 118 139 200 302 603 603
14 95 116 137 198 301 601 601
15 93 115 136 197 299 600 600
16 91 113 134 195 297 598 598
17 90 111 132 193 295 596 596
18 88 110 131 192 294 595 595
19 87 108 129 190 293 593 593
20 86 107 128 189 292 592 592
21 85 106 127 188 291 591 591
22 83 105 126 187 289 590 590
23 82 104 125 186 288 589 589
24 81 103 124 185 287 588 588
25 80 101 123 183 286 587 587
26 79 100 121 182 285 585 585
27 77 99 120 181 283 584 584
28 76 98 119 180 282 583 583
29 75 97 118 179 281 582 582
30 74 96 117 178 280 581 581

2.20.   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
1 317 330 354 424 536 837 1 349
2 85 98 122 192 304 605 1 091
3 89 103 125 188 303 603 890
4 92 107 130 193 304 605 737
5 95 111 136 197 305 606 619
6 96 114 140 202 306 606 606
7 98 116 142 205 306 607 607
8 99 118 143 205 307 608 608
9 99 119 143 205 307 608 608
10 99 120 143 204 307 608 608
11 100 121 144 205 307 608 608
12 101 122 144 205 307 608 608
13 101 123 144 205 307 608 608
14 102 124 145 206 308 609 609
15 103 124 145 206 309 609 609
16 104 125 146 207 310 610 610
17 105 126 147 208 311 611 611
18 106 127 148 209 312 612 612
19 106 128 149 210 312 613 613
20 107 129 150 211 313 614 614
21 107 129 150 211 313 614 614
22 107 128 149 210 313 613 613
23 106 128 149 210 312 613 613
24 105 127 148 209 311 612 612
25 104 126 147 208 310 611 611
26 103 124 145 206 309 609 609
27 101 123 144 205 307 608 608
28 100 122 143 204 306 607 607
29 99 120 141 202 304 605 605
30 97 119 140 201 303 604 604

2.21.   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 12 35 106 218 519 1 222
2 1 12 35 106 218 519 983
3 2 14 36 99 214 515 801
4 2 16 38 101 212 513 663
5 4 17 42 103 211 512 557
6 4 19 45 107 211 511 511
7 5 20 46 109 210 511 511
8 6 20 45 107 209 510 510
9 7 20 44 106 208 509 509
10 8 21 44 105 208 508 508
11 8 22 44 105 207 508 508
12 9 22 44 105 207 508 508
13 10 23 44 105 208 508 508
14 11 23 45 105 208 509 509
15 12 24 45 106 208 509 509
16 12 24 45 106 208 509 509
17 13 24 46 106 209 510 510
18 14 25 46 107 209 510 510
19 14 26 47 108 210 511 511
20 15 27 48 109 211 512 512
21 16 27 48 109 212 512 512
22 17 28 49 110 212 513 513
23 17 29 50 111 213 514 514
24 18 29 50 111 213 514 514
25 18 29 50 111 214 514 514
26 19 30 51 112 214 515 515
27 20 30 51 112 214 515 515
28 21 30 51 112 214 515 515
29 22 30 52 112 215 516 516
30 22 31 52 113 215 516 516

2.22.   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 51 64 88 158 270 571 1 248
2 52 65 89 159 271 572 1 009
3 53 67 90 153 267 568 824
4 54 69 92 154 266 566 683
5 54 71 96 157 265 566 574
6 55 72 99 161 264 565 565
7 55 73 99 162 263 564 564
8 55 74 99 161 263 564 564
9 54 74 98 160 262 563 563
10 53 74 97 158 261 562 562
11 53 74 96 157 259 560 560
12 52 73 95 156 258 559 559
13 51 72 93 154 257 557 557
14 49 71 92 153 255 556 556
15 48 70 91 152 254 555 555
16 47 68 89 150 253 553 553
17 46 67 88 149 252 552 552
18 45 66 88 148 251 552 552
19 44 66 87 148 250 551 551
20 44 65 86 147 249 550 550
21 43 65 86 147 249 550 550
22 42 64 85 146 248 549 549
23 42 63 84 145 248 548 548
24 41 63 84 145 247 548 548
25 40 62 83 144 246 547 547
26 40 61 82 143 246 546 546
27 39 61 82 143 245 546 546
28 38 60 81 142 244 545 545
29 38 59 80 141 244 544 544
30 37 59 80 141 243 544 544

2.23.   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
1 115 128 151 221 333 634 1 303
2 116 129 152 222 335 635 1 057
3 119 133 155 218 333 634 866
4 121 136 159 222 333 634 719
5 123 139 165 225 334 634 634
6 124 142 168 230 334 635 635
7 126 144 170 233 334 635 635
8 125 144 170 232 333 634 634
9 125 145 169 231 333 634 634
10 125 145 169 230 332 633 633
11 125 146 168 229 331 632 632
12 124 145 167 228 330 631 631
13 122 144 165 226 328 629 629
14 121 142 164 224 327 628 628
15 119 141 162 223 325 626 626
16 117 138 159 220 323 623 623
17 115 136 157 218 321 621 621
18 113 134 155 216 319 619 619
19 111 132 154 214 317 618 618
20 109 131 152 213 315 616 616
21 107 129 150 211 313 614 614
22 106 127 148 209 312 612 612
23 104 125 146 207 310 610 610
24 102 124 145 206 308 609 609
25 100 122 143 204 306 607 607
26 98 120 141 202 304 605 605
27 96 118 139 200 302 603 603
28 95 116 137 198 301 601 601
29 93 115 136 197 299 600 600
30 91 113 134 195 297 598 598

2.24.   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
1 166 179 202 273 385 686 1 436
2 176 189 212 282 395 695 1 139
3 182 196 218 281 396 697 918
4 185 200 223 285 397 697 756
5 186 203 228 289 397 698 698
6 187 204 231 293 396 697 697
7 187 205 231 294 395 696 696
8 186 205 230 292 394 695 695
9 185 204 229 290 393 693 693
10 184 204 228 289 391 692 692
11 183 204 226 287 390 690 690
12 181 202 224 285 387 688 688
13 179 200 221 282 385 685 685
14 176 197 219 279 382 683 683
15 173 194 216 276 379 680 680
16 170 191 213 274 376 677 677
17 167 188 210 271 373 674 674
18 164 186 207 268 370 671 671
19 161 183 204 265 367 668 668
20 158 180 201 262 364 665 665
21 155 177 198 259 361 662 662
22 152 174 195 256 358 659 659
23 149 171 192 253 355 656 656
24 146 168 189 250 352 653 653
25 143 165 186 246 349 650 650
26 140 162 183 244 346 647 647
27 137 159 180 241 343 644 644
28 134 156 177 238 340 641 641
29 131 153 174 235 337 638 638
30 129 150 171 232 335 635 635

2.25.   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 32 45 69 139 251 552 1 257
2 33 46 70 140 252 553 1 011
3 34 49 71 134 249 549 825
4 35 51 73 136 247 548 683
5 36 53 78 139 247 548 574
6 37 54 81 143 246 547 547
7 37 56 82 145 245 546 546
8 36 55 81 142 244 545 545
9 36 55 80 141 244 544 544
10 35 56 79 140 243 544 544
11 35 56 79 140 242 543 543
12 35 56 78 139 242 542 542
13 35 56 78 139 241 542 542
14 35 56 77 138 241 541 541
15 34 56 77 138 240 541 541
16 34 56 77 138 240 541 541
17 34 56 77 138 240 541 541
18 34 56 77 138 240 541 541
19 34 56 77 138 240 541 541
20 35 56 77 138 240 541 541
21 35 56 77 138 240 541 541
22 34 56 77 138 240 541 541
23 34 56 77 138 240 541 541
24 34 56 77 138 240 541 541
25 34 55 76 137 240 540 540
26 33 55 76 137 239 540 540
27 33 55 76 137 239 540 540
28 33 54 75 136 239 539 539
29 32 54 75 136 238 539 539
30 32 54 75 136 238 539 539

2.26.   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 29 42 66 136 248 549 1 253
2 31 44 67 137 250 551 1 014
3 34 48 70 133 248 548 830
4 36 51 74 136 248 549 688
5 38 55 80 141 249 549 579
6 40 57 83 145 249 550 550
7 41 60 86 149 249 550 550
8 41 60 86 148 249 550 550
9 42 61 86 147 250 550 550
10 43 63 86 148 250 551 551
11 44 64 87 148 250 551 551
12 44 65 87 148 251 551 551
13 44 66 87 148 251 551 551
14 45 66 87 148 250 551 551
15 44 66 87 148 250 551 551
16 44 66 87 148 250 551 551
17 44 66 87 148 250 551 551
18 44 66 87 148 250 551 551
19 44 66 87 148 250 551 551
20 45 66 87 148 251 551 551
21 45 66 88 148 251 552 552
22 45 66 87 148 251 551 551
23 44 66 87 148 250 551 551
24 44 66 87 148 250 551 551
25 44 65 86 147 249 550 550
26 43 65 86 147 249 550 550
27 43 64 85 146 248 549 549
28 42 64 85 146 248 549 549
29 41 63 84 145 247 548 548
30 41 62 83 144 247 547 547

2.27.   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
1 126 139 162 232 345 645 1 367
2 125 138 161 231 344 644 1 104
3 125 139 161 224 339 640 901
4 125 141 164 226 337 638 745
5 126 143 168 228 337 637 637
6 126 143 170 232 335 636 636
7 126 144 171 233 334 635 635
8 125 144 170 232 333 634 634
9 124 144 168 230 332 633 633
10 124 145 168 229 332 633 633
11 124 145 168 229 331 632 632
12 123 145 167 228 330 631 631
13 123 144 165 226 329 629 629
14 122 143 164 225 327 628 628
15 119 141 162 223 325 626 626
16 117 139 160 221 323 624 624
17 115 137 158 219 321 622 622
18 113 134 156 216 319 620 620
19 111 132 154 214 317 618 618
20 109 130 151 212 315 615 615
21 106 128 149 210 312 613 613
22 104 126 147 208 310 611 611
23 102 124 145 206 308 609 609
24 100 122 143 204 306 607 607
25 98 119 140 201 304 604 604
26 96 117 138 199 301 602 602
27 93 115 136 197 299 600 600
28 91 113 134 195 297 598 598
29 89 111 132 193 295 596 596
30 88 109 130 191 293 594 594

2.28.   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 13 36 107 219 520 1 225
2 2 15 38 109 221 522 990
3 5 19 41 104 219 519 809
4 7 22 45 107 219 520 670
5 9 25 51 111 219 520 564
6 11 28 54 117 220 521 521
7 12 30 57 119 220 521 521
8 12 31 56 118 220 521 521
9 12 32 56 118 220 521 521
10 13 33 56 118 220 521 521
11 13 34 57 117 220 521 521
12 13 34 56 117 219 520 520
13 13 35 56 117 219 520 520
14 13 35 56 117 219 520 520
15 13 34 56 116 219 520 520
16 13 34 55 116 218 519 519
17 13 34 55 116 218 519 519
18 14 34 55 116 218 519 519
19 14 34 55 116 219 519 519
20 15 35 56 117 219 520 520
21 16 35 56 117 220 520 520
22 17 36 57 118 220 521 521
23 17 36 57 118 220 521 521
24 18 36 57 118 220 521 521
25 19 36 57 118 220 521 521
26 19 36 57 118 220 521 521
27 21 36 57 118 220 521 521
28 21 36 57 118 221 521 521
29 22 36 57 118 221 521 521
30 22 36 57 118 221 521 521

2.29.   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 36 49 72 142 254 555 1 245
2 36 49 72 143 255 556 1 003
3 36 50 73 136 250 551 818
4 36 52 74 137 248 549 677
5 37 53 78 139 247 548 568
6 39 56 83 145 248 549 549
7 37 55 81 144 245 546 546
8 40 59 84 146 248 549 549
9 39 59 83 145 247 548 548
10 34 55 78 139 242 543 543
11 31 52 74 135 238 538 538
12 28 49 71 132 234 535 535
13 26 47 69 130 232 533 533
14 24 46 67 128 230 531 531
15 23 44 65 126 229 529 529
16 21 43 64 125 227 528 528
17 20 42 63 124 226 527 527
18 20 41 63 124 226 527 527
19 19 41 62 123 225 526 526
20 19 41 62 123 225 526 526
21 20 41 62 123 225 526 526
22 19 41 62 123 225 526 526
23 19 41 62 123 225 526 526
24 19 41 62 123 225 526 526
25 19 41 62 123 225 526 526
26 19 41 62 123 225 526 526
27 21 41 62 122 225 526 526
28 21 40 61 122 225 525 525
29 22 40 61 122 224 525 525
30 22 40 61 122 224 525 525

2.30.   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
1 206 219 243 313 425 726 1 652
2 203 216 239 309 422 723 1 354
3 199 214 236 299 414 714 1 118
4 196 211 234 297 408 709 932
5 193 209 234 295 403 704 786
6 189 206 233 295 398 699 699
7 186 204 230 293 394 695 695
8 181 200 226 288 389 690 690
9 177 197 221 283 385 686 686
10 174 194 217 279 381 682 682
11 170 191 214 275 377 678 678
12 166 188 210 270 373 674 674
13 163 184 206 266 369 670 670
14 159 181 202 263 365 666 666
15 155 177 198 259 361 662 662
16 152 174 195 256 358 659 659
17 149 170 191 252 355 655 655
18 145 167 188 249 351 652 652
19 142 164 185 246 348 649 649
20 140 161 182 243 346 646 646
21 137 158 180 240 343 644 644
22 134 156 177 238 340 641 641
23 131 153 174 235 337 638 638
24 128 150 171 232 334 635 635
25 126 147 168 229 332 632 632
26 123 145 166 227 329 630 630
27 121 142 163 224 326 627 627
28 118 140 161 222 324 625 625
29 116 137 158 219 322 623 623
30 114 135 156 217 319 620 620

2.31.   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 9 25 48 102 235 536 1 225
2 9 25 48 102 235 536 989
3 10 28 50 98 233 534 808
4 13 33 54 96 233 534 670
5 16 39 59 99 234 535 563
6 18 42 63 95 235 536 536
7 19 44 63 90 235 536 536
8 18 43 62 89 235 536 536
9 19 45 64 93 235 536 536
10 21 48 67 97 235 536 536
11 22 50 69 99 235 536 536
12 24 52 70 100 235 536 536
13 25 54 70 101 235 536 536
14 26 54 71 101 235 536 536
15 26 55 71 101 235 536 536
16 26 55 71 101 235 536 536
17 26 55 71 101 235 536 536
18 26 55 71 101 235 536 536
19 26 55 71 101 235 536 536
20 26 55 71 101 235 536 536
21 26 55 71 101 236 536 536
22 26 55 71 101 236 536 536
23 26 55 71 101 236 536 536
24 26 55 71 101 235 536 536
25 26 55 71 101 235 536 536
26 26 55 71 101 235 536 536
27 26 55 71 101 235 536 536
28 26 55 71 101 235 535 535
29 26 55 71 101 234 535 535
30 26 55 71 101 234 535 535

2.32.   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 3 15 85 197 498 1 215
2 1 5 14 84 196 497 977
3 2 5 14 77 191 492 795
4 2 6 15 78 189 490 658
5 4 7 19 80 188 489 553
6 4 7 22 84 188 489 489
7 5 9 24 87 187 488 488
8 6 9 23 85 187 488 488
9 7 10 23 85 187 488 488
10 8 11 24 85 187 488 488
11 8 11 24 85 187 488 488
12 9 13 24 85 188 488 488
13 10 13 24 85 188 488 488
14 10 14 25 86 188 489 489
15 12 14 26 86 188 489 489
16 12 16 27 86 188 489 489
17 13 16 29 86 189 490 490
18 14 17 30 87 189 490 490
19 14 18 31 87 190 490 490
20 15 18 32 88 190 491 491
21 15 20 34 88 191 491 491
22 17 20 35 89 191 492 492
23 17 21 36 89 191 492 492
24 18 21 37 89 191 492 492
25 18 22 38 89 191 492 492
26 19 23 39 89 191 492 492
27 19 24 41 89 191 492 492
28 21 25 42 89 191 492 492
29 21 25 43 89 191 492 492
30 22 26 44 89 191 492 492

3. Other exposures

3.1.   Euro

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 14 21 42 160 300 3 174
2 2 14 21 42 160 345 2 360
3 2 15 23 47 155 362 1 777
4 2 16 26 51 152 362 1 369
5 3 18 29 53 152 354 1 082
6 4 20 31 56 152 341 875
7 6 23 33 58 152 324 722
8 6 23 34 60 152 307 606
9 6 24 36 63 152 290 515
10 6 25 38 65 152 272 442
11 7 26 38 66 152 256 384
12 7 26 38 66 152 246 335
13 7 26 38 66 152 246 295
14 7 26 38 66 152 246 261
15 7 26 38 66 152 246 246
16 7 26 41 66 152 246 246
17 7 26 43 66 152 246 246
18 7 26 46 66 152 246 246
19 7 26 48 66 152 246 246
20 7 26 50 66 152 246 246
21 7 26 53 66 152 246 246
22 8 26 55 66 152 246 246
23 8 26 57 66 152 246 246
24 8 26 59 66 152 246 246
25 9 26 62 66 152 246 246
26 9 26 65 68 152 246 246
27 10 26 67 70 152 246 246
28 10 26 69 72 152 246 246
29 10 26 72 74 152 246 246
30 11 26 74 75 152 246 246

3.2.   Czech koruna

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 23 29 51 168 324 3 455
2 13 25 31 53 170 371 2 560
3 12 26 34 58 165 387 1 919
4 12 26 36 61 163 386 1 473
5 13 28 39 63 162 376 1 160
6 13 30 41 65 162 361 936
7 14 31 42 66 161 343 770
8 14 31 42 68 160 324 644
9 14 32 44 71 160 305 546
10 13 32 45 72 159 286 468
11 13 32 45 73 159 268 406
12 13 32 44 72 158 252 354
13 12 31 44 72 158 251 311
14 12 31 43 71 157 251 275
15 11 30 43 71 157 250 250
16 11 30 43 70 156 250 250
17 11 30 45 70 156 250 250
18 11 29 47 70 156 250 250
19 11 30 50 70 156 250 250
20 11 30 53 70 156 250 250
21 11 30 55 71 157 251 251
22 11 30 57 71 157 251 251
23 12 31 60 71 157 251 251
24 12 31 62 71 157 251 251
25 12 31 65 71 157 251 251
26 12 31 67 71 157 251 251
27 12 30 70 73 157 251 251
28 11 30 72 75 157 251 251
29 11 30 75 77 157 251 251
30 11 30 77 79 157 251 251

3.3.   Danish krone

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 14 21 42 160 300 3 173
2 2 14 21 42 160 345 2 360
3 1 15 23 47 154 362 1 777
4 2 16 26 50 152 362 1 369
5 2 17 29 52 152 354 1 082
6 4 20 31 56 152 340 875
7 5 23 33 58 152 324 722
8 5 23 34 60 152 307 605
9 6 24 36 63 152 290 515
10 6 25 37 65 152 272 442
11 7 25 38 66 152 255 384
12 7 26 38 66 152 246 335
13 7 26 38 66 152 246 295
14 7 26 38 66 152 246 261
15 7 26 38 66 152 246 246
16 7 26 41 66 152 246 246
17 7 26 43 66 152 246 246
18 7 26 46 66 152 246 246
19 7 26 48 66 152 246 246
20 7 26 50 66 152 246 246
21 7 26 53 66 152 246 246
22 8 26 55 66 152 246 246
23 8 26 57 66 152 246 246
24 8 26 59 66 152 246 246
25 9 26 62 66 152 246 246
26 9 26 65 68 152 246 246
27 10 26 67 70 152 246 246
28 10 26 69 72 152 246 246
29 10 26 72 74 152 246 246
30 11 26 74 75 152 246 246

3.4.   Forint

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 73 85 91 112 230 326 3 393
2 69 82 88 109 227 368 2 534
3 72 85 93 117 225 386 1 910
4 70 84 94 119 221 387 1 471
5 69 84 96 119 219 378 1 162
6 69 85 96 121 217 364 939
7 69 86 96 121 215 347 775
8 68 86 97 122 214 328 649
9 67 86 97 124 214 310 551
10 64 83 95 123 210 304 474
11 62 81 94 122 208 302 410
12 61 80 93 121 207 300 358
13 60 79 92 120 206 300 315
14 60 79 92 120 206 299 299
15 60 79 91 119 205 299 299
16 59 78 91 119 205 299 299
17 59 78 90 118 204 298 298
18 58 77 90 118 204 298 298
19 58 77 89 117 203 297 297
20 57 76 89 117 203 297 297
21 57 76 88 116 202 296 296
22 56 75 87 115 201 295 295
23 55 74 86 114 200 294 294
24 54 73 85 113 199 293 293
25 53 72 84 112 198 292 292
26 52 71 83 111 197 291 291
27 51 70 82 110 196 290 290
28 50 69 81 109 195 289 289
29 49 68 80 108 194 288 288
30 48 67 79 107 193 287 287

3.5.   Krona

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 18 25 46 164 303 3 204
2 8 20 26 48 165 348 2 384
3 8 21 30 54 161 365 1 796
4 9 23 33 58 159 366 1 384
5 10 25 36 60 160 358 1 094
6 11 27 39 63 160 344 885
7 13 30 40 65 159 328 730
8 12 30 41 67 159 310 612
9 12 31 42 69 159 293 520
10 12 31 43 71 158 275 447
11 12 31 44 72 158 258 388
12 12 31 44 72 158 252 340
13 12 31 44 72 158 252 299
14 12 31 44 72 158 252 265
15 13 31 44 72 158 252 252
16 12 31 44 72 158 252 252
17 13 31 44 72 158 252 252
18 13 32 47 72 158 252 252
19 13 32 49 72 158 252 252
20 13 32 51 73 159 253 253
21 14 33 54 73 159 253 253
22 14 33 56 73 159 253 253
23 14 33 58 74 160 253 253
24 14 33 61 74 160 253 253
25 14 33 63 74 160 253 253
26 14 33 66 74 160 253 253
27 14 33 68 74 160 253 253
28 14 33 71 74 159 253 253
29 14 33 73 75 159 253 253
30 14 33 76 77 159 253 253

3.6.   Kuna

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 43 55 61 83 200 302 3 195
2 46 59 65 86 204 347 2 374
3 50 63 71 95 203 363 1 786
4 52 66 76 101 203 364 1 376
5 54 69 80 104 204 355 1 087
6 55 72 83 107 204 342 880
7 57 74 84 109 203 326 726
8 56 73 85 110 202 309 610
9 55 73 85 112 201 295 519
10 54 73 85 113 200 294 446
11 53 72 85 113 199 293 387
12 52 71 83 111 197 291 339
13 51 70 82 110 196 290 298
14 50 69 81 109 195 289 289
15 49 68 80 108 194 288 288
16 48 67 79 107 193 287 287
17 47 66 79 107 193 287 287
18 47 66 78 106 192 286 286
19 46 65 78 106 192 285 285
20 46 65 77 105 191 285 285
21 45 64 76 104 190 284 284
22 44 63 76 104 190 284 284
23 44 63 75 103 189 283 283
24 43 62 74 102 188 282 282
25 42 61 73 101 187 281 281
26 41 60 73 101 187 280 280
27 40 59 72 100 186 280 280
28 40 58 71 99 185 279 279
29 39 58 73 98 184 278 278
30 38 57 76 97 183 277 277

3.7.   Lev

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 1 14 20 41 159 300 3 171
2 1 14 20 41 159 345 2 358
3 1 14 22 46 154 361 1 775
4 1 15 25 50 151 362 1 368
5 2 17 28 52 151 354 1 081
6 3 19 30 55 151 340 874
7 5 22 32 57 151 324 721
8 5 23 34 59 151 307 605
9 5 23 35 62 151 289 514
10 6 24 37 64 151 272 442
11 6 25 37 65 151 255 383
12 6 25 37 65 151 245 335
13 6 25 37 65 151 245 295
14 6 25 37 65 151 245 261
15 6 25 38 65 151 245 245
16 6 25 41 65 151 245 245
17 6 25 43 65 151 245 245
18 6 25 46 65 151 245 245
19 7 25 48 65 151 245 245
20 7 25 50 65 151 245 245
21 7 25 53 65 151 245 245
22 8 25 55 65 151 245 245
23 8 25 57 65 151 245 245
24 8 25 59 65 151 245 245
25 9 25 62 66 151 245 245
26 9 25 64 68 151 245 245
27 10 25 67 70 151 245 245
28 10 25 69 72 151 245 245
29 10 25 72 74 152 245 245
30 11 25 74 75 152 245 245

3.8.   Pound sterling

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 11 22 45 178 306 3 246
2 0 11 22 45 178 353 2 419
3 1 11 23 49 172 370 1 821
4 1 13 26 55 169 370 1 401
5 1 16 28 58 168 361 1 106
6 2 18 32 60 167 347 894
7 3 21 36 60 166 331 737
8 5 23 37 59 165 313 617
9 8 30 41 58 164 295 524
10 11 34 41 57 163 277 450
11 10 33 41 56 163 260 390
12 9 32 41 56 162 256 341
13 8 31 42 57 161 255 300
14 8 31 42 57 160 254 265
15 8 31 43 57 159 253 253
16 8 31 43 57 158 252 252
17 8 31 44 57 157 251 251
18 8 31 46 57 157 251 251
19 8 31 48 57 157 251 251
20 8 31 51 57 157 251 251
21 8 31 53 59 157 251 251
22 8 31 55 61 157 251 251
23 8 31 58 63 156 250 250
24 9 31 61 65 156 250 250
25 9 31 62 67 155 249 249
26 9 31 65 68 155 248 248
27 10 31 67 70 154 248 248
28 10 31 70 73 153 247 247
29 10 31 72 75 153 247 247
30 11 31 74 76 152 246 246

3.9.   Romanian leu

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