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Commission Implementing Regulation (EU) 2022/732 of 12 May 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2022 until 29 June 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 2022-05-13
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) 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 0 43 0
4 0 2 44 5 2 44 0
5 0 3 48 5 4 47 0
6 0 4 51 5 6 50 0
7 1 5 54 5 8 51 0
8 2 6 55 5 10 51 0
9 3 7 57 5 11 48 0
10 3 8 59 5 12 48 0
Duration (in years) Estonia Finland France Germany Greece Hungary Ireland
--- --- --- --- --- --- --- ---
1 0 0 0 0 364 4 15
2 0 0 0 0 227 4 20
3 0 0 0 0 202 4 23
4 2 0 0 0 177 4 24
5 3 0 0 0 162 4 25
6 4 0 0 0 160 4 26
7 5 0 0 0 157 4 27
8 6 0 1 0 161 3 28
9 7 0 2 0 163 1 28
10 8 0 3 0 165 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 20 0 4
3 18 13 14 0 23 0 4
4 21 15 16 0 24 0 4
5 23 16 18 0 25 0 4
6 25 18 19 0 26 0 4
7 27 19 21 0 27 0 4
8 28 20 22 0 28 0 4
9 30 21 24 1 28 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 43 18 16 24 14 0 0
4 44 19 18 28 16 0 0
5 47 20 19 31 18 0 0
6 50 22 20 34 19 0 0
7 51 23 22 36 21 0 0
8 51 24 23 37 22 0 0
9 48 26 23 38 24 0 0
10 48 23 23 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 36 0 10 0 0 10
6 4 39 0 10 0 0 10
7 4 41 0 10 0 0 10
8 7 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 13 15 0 4
7 0 7 0 15 16 0 4
8 0 11 0 17 16 0 4
9 0 17 0 18 16 0 4
10 0 17 0 19 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 43 112 225 523 1 223
2 7 20 43 112 225 523 987
3 8 22 44 106 221 519 805
4 9 24 47 109 220 518 665
5 10 27 52 112 220 518 559
6 11 29 55 117 220 518 518
7 13 31 57 119 220 518 518
8 13 31 57 118 220 518 518
9 13 32 57 118 220 518 518
10 13 34 57 118 220 518 518
11 14 35 57 118 220 518 518
12 14 35 57 118 220 518 518
13 15 36 57 118 220 518 518
14 15 36 57 118 220 518 518
15 15 36 57 118 220 518 518
16 15 36 57 118 220 518 518
17 15 36 57 118 220 518 518
18 15 36 57 118 220 518 518
19 15 36 57 118 220 518 518
20 15 36 57 118 220 518 518
21 16 36 57 118 220 518 518
22 17 36 57 118 220 518 518
23 18 36 57 118 220 518 518
24 18 36 57 118 220 518 518
25 19 36 57 118 220 518 518
26 19 36 57 118 220 518 518
27 20 36 57 118 220 518 518
28 20 36 57 118 220 518 518
29 21 36 57 118 220 518 518
30 23 36 57 118 220 518 518

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 tep 4 Credit quality step 5 Credit quality step 6
1 16 29 52 121 234 532 1 334
2 18 31 54 123 236 534 1 066
3 19 33 55 118 232 530 863
4 20 35 58 120 231 529 710
5 21 37 62 123 230 529 593
6 21 38 65 126 230 528 528
7 22 40 66 128 229 527 527
8 21 40 65 127 228 527 527
9 21 40 65 126 228 526 526
10 21 41 64 125 227 525 525
11 21 41 64 125 227 525 525
12 20 42 63 124 226 524 524
13 20 42 63 123 226 524 524
14 20 41 62 123 225 523 523
15 20 41 62 123 225 523 523
16 19 40 61 122 224 522 522
17 19 40 61 122 224 522 522
18 19 40 61 122 224 522 522
19 19 40 61 122 224 522 522
20 19 41 62 122 224 523 523
21 20 41 62 123 225 523 523
22 20 41 62 123 225 523 523
23 20 41 62 123 225 523 523
24 20 41 62 123 225 523 523
25 20 41 62 123 225 523 523
26 20 41 62 123 225 523 523
27 21 41 62 123 225 523 523
28 22 41 62 123 225 523 523
29 23 41 62 123 225 523 523
30 23 41 62 123 225 523 523

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 43 112 224 522 1 223
2 6 19 43 112 224 522 987
3 7 22 44 106 221 519 804
4 9 24 46 109 220 518 665
5 10 26 51 112 220 518 558
6 11 28 55 116 220 518 518
7 12 31 57 119 220 518 518
8 12 31 56 118 220 518 518
9 13 32 56 117 220 518 518
10 13 33 57 117 220 518 518
11 14 34 57 118 220 518 518
12 14 35 57 118 220 518 518
13 14 36 57 118 220 518 518
14 15 36 57 118 220 518 518
15 15 36 57 118 220 518 518
16 15 36 57 118 220 518 518
17 15 36 57 118 220 518 518
18 15 36 57 118 220 518 518
19 15 36 57 118 220 518 518
20 15 36 57 118 220 518 518
21 16 36 57 118 220 518 518
22 17 36 57 118 220 518 518
23 18 36 57 118 220 518 518
24 18 36 57 118 220 518 518
25 19 36 57 118 220 518 518
26 19 36 57 118 220 518 518
27 20 36 57 118 220 518 518
28 20 36 57 118 220 518 518
29 21 36 57 118 220 518 518
30 23 36 57 118 220 518 518

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 90 113 183 295 593 1 343
2 74 87 110 180 292 590 1 079
3 78 92 114 177 291 589 877
4 77 92 115 177 288 586 725
5 77 93 118 178 286 585 608
6 76 94 120 182 285 583 583
7 76 94 120 182 283 581 581
8 75 94 119 180 282 580 580
9 74 94 118 179 281 579 579
10 71 92 115 176 278 576 576
11 70 90 113 174 276 574 574
12 69 90 112 172 274 573 573
13 68 90 111 172 274 572 572
14 68 90 111 171 273 572 572
15 68 90 111 171 273 571 571
16 68 89 110 171 273 571 571
17 67 89 110 170 272 570 570
18 67 88 109 170 272 570 570
19 66 87 108 169 271 569 569
20 65 87 108 168 271 569 569
21 65 86 107 168 270 568 568
22 64 86 107 167 269 567 567
23 63 85 106 166 268 566 566
24 62 84 105 165 267 565 565
25 61 83 104 164 266 564 564
26 60 82 103 163 265 563 563
27 59 81 102 162 264 562 562
28 58 80 101 161 263 561 561
29 57 79 100 160 262 560 560
30 56 78 99 159 261 559 559

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 47 116 228 527 1 248
2 12 25 48 118 230 528 1 002
3 14 28 51 113 228 526 816
4 16 31 54 116 227 525 675
5 18 34 59 119 227 525 566
6 19 36 62 124 227 525 525
7 20 38 64 126 227 525 525
8 19 38 63 125 227 525 525
9 19 39 63 124 226 524 524
10 19 39 63 124 226 524 524
11 20 40 63 124 226 524 524
12 20 41 63 124 226 524 524
13 20 42 63 124 226 524 524
14 21 42 63 124 226 524 524
15 21 42 63 124 226 524 524
16 20 42 63 123 226 524 524
17 21 42 63 124 226 524 524
18 21 42 63 124 226 524 524
19 21 43 64 124 226 524 524
20 22 43 64 125 227 525 525
21 22 43 64 125 227 525 525
22 22 44 65 125 227 525 525
23 22 44 65 125 227 526 526
24 22 44 65 125 227 526 526
25 22 44 65 125 227 526 526
26 22 44 65 125 227 526 526
27 22 44 65 125 227 525 525
28 22 44 65 125 227 525 525
29 22 44 65 125 227 525 525
30 23 43 64 125 227 525 525

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 83 152 265 563 1 229
2 50 63 87 156 268 566 988
3 56 70 92 154 269 567 806
4 59 74 97 159 270 568 667
5 61 77 102 163 271 569 569
6 62 80 106 168 271 569 569
7 63 81 107 170 270 569 569
8 62 81 106 168 270 568 568
9 61 81 105 166 269 567 567
10 61 81 104 165 267 566 566
11 60 81 104 164 266 564 564
12 59 80 102 163 265 563 563
13 58 80 101 162 264 562 562
14 57 79 100 160 263 561 561
15 57 78 99 160 262 560 560
16 56 77 98 159 261 559 559
17 55 77 98 158 260 558 558
18 54 76 97 158 260 558 558
19 54 75 97 157 259 557 557
20 54 75 96 157 259 557 557
21 53 74 95 156 258 556 556
22 52 74 95 155 257 556 556
23 52 73 94 155 257 555 555
24 51 72 93 154 256 554 554
25 50 71 92 153 255 553 553
26 49 71 92 152 254 552 552
27 48 70 91 151 253 552 552
28 48 69 90 151 253 551 551
29 47 68 89 150 252 550 550
30 46 67 88 149 251 549 549

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 42 111 224 522 1 222
2 6 19 42 111 224 522 986
3 7 21 43 106 220 518 804
4 8 23 46 108 219 517 665
5 9 26 51 111 219 517 558
6 10 28 54 116 219 517 517
7 12 30 56 118 219 517 517
8 12 31 56 117 219 517 517
9 12 31 56 117 219 517 517
10 12 33 56 117 219 517 517
11 13 34 56 117 219 517 517
12 13 35 56 117 219 517 517
13 14 35 56 117 219 517 517
14 14 35 56 117 219 517 517
15 14 35 56 117 219 517 517
16 14 35 56 117 219 517 517
17 14 35 56 117 219 517 517
18 14 35 56 117 219 517 517
19 14 35 56 117 219 517 517
20 15 35 56 117 219 517 517
21 16 35 56 117 219 517 517
22 17 35 56 117 219 517 517
23 18 35 56 117 219 517 517
24 18 35 56 117 219 517 517
25 19 35 56 117 219 517 517
26 19 36 56 117 219 517 517
27 20 36 57 117 219 517 517
28 20 36 57 117 219 517 517
29 21 36 57 117 219 517 517
30 23 36 57 117 219 517 517

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 53 142 242 541 1 258
2 8 24 53 142 242 541 1 013
3 9 26 52 129 239 537 823
4 10 28 55 121 237 535 679
5 12 30 56 111 236 534 569
6 14 33 59 104 235 533 533
7 16 36 60 98 234 532 532
8 17 38 59 92 233 531 531
9 20 44 62 86 232 530 530
10 19 44 60 84 231 529 529
11 19 43 59 84 230 528 528
12 18 43 60 86 229 528 528
13 18 43 60 86 229 527 527
14 18 43 60 86 228 526 526
15 18 43 60 86 227 525 525
16 19 43 60 86 226 524 524
17 19 43 60 86 225 523 523
18 19 43 60 86 225 523 523
19 19 43 60 86 224 523 523
20 19 43 60 86 225 523 523
21 19 43 60 86 225 523 523
22 19 43 60 86 225 523 523
23 19 43 60 86 224 522 522
24 19 43 60 86 223 521 521
25 19 43 60 86 223 521 521
26 19 43 60 86 222 520 520
27 20 43 60 86 222 520 520
28 21 43 60 86 221 519 519
29 21 43 60 86 221 519 519
30 23 43 60 86 220 518 518

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 97 120 190 302 600 1 311
2 83 96 119 188 301 599 1 060
3 83 97 119 181 296 594 866
4 82 97 120 182 293 591 717
5 81 97 122 183 291 589 603
6 80 98 124 186 289 587 587
7 79 97 123 186 287 585 585
8 77 96 121 183 284 583 583
9 75 95 119 180 283 581 581
10 74 95 118 179 281 579 579
11 74 94 117 178 280 578 578
12 72 94 116 176 278 576 576
13 71 93 114 175 277 575 575
14 70 92 113 173 275 573 573
15 69 90 111 172 274 572 572
16 68 89 110 171 273 571 571
17 67 88 109 170 272 570 570
18 66 87 108 169 271 569 569
19 65 87 108 168 270 568 568
20 64 86 107 167 269 568 568
21 63 85 106 166 268 567 567
22 62 84 105 165 268 566 566
23 61 83 104 164 266 565 565
24 60 82 103 163 265 564 564
25 59 81 102 162 264 562 562
26 58 80 101 161 263 561 561
27 57 79 100 160 262 560 560
28 56 78 98 159 261 559 559
29 55 76 97 158 260 558 558
30 54 75 96 157 259 557 557

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 57 70 93 162 275 573 1 322
2 56 69 92 162 274 572 1 065
3 56 70 93 155 270 568 867
4 57 72 95 157 268 566 716
5 57 73 98 158 266 564 600
6 56 73 100 161 265 563 563
7 56 74 100 163 263 562 562
8 55 74 99 160 262 560 560
9 53 73 97 158 261 559 559
10 53 73 97 157 260 558 558
11 53 73 96 157 259 557 557
12 52 73 95 156 258 556 556
13 52 73 95 155 257 555 555
14 52 73 94 155 257 555 555
15 51 73 94 154 256 554 554
16 50 72 93 153 255 553 553
17 50 71 92 153 255 553 553
18 49 71 92 152 254 552 552
19 49 70 91 152 254 552 552
20 49 70 91 152 254 552 552
21 48 70 91 151 253 552 552
22 48 69 90 151 253 551 551
23 47 69 90 150 252 551 551
24 47 68 89 150 252 550 550
25 46 68 89 149 251 549 549
26 45 67 88 148 250 549 549
27 45 66 87 148 250 548 548
28 44 65 86 147 249 547 547
29 43 65 86 146 248 547 547
30 43 64 85 146 248 546 546

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 68 137 249 548 1 271
2 32 45 68 138 250 548 1 020
3 33 47 69 131 246 544 830
4 33 48 71 133 244 542 686
5 34 50 75 135 243 541 576
6 34 51 77 139 243 541 541
7 34 53 79 141 242 540 540
8 33 52 78 139 241 539 539
9 33 53 77 138 240 538 538
10 33 53 77 137 239 538 538
11 33 54 76 137 239 537 537
12 32 54 76 136 238 536 536
13 32 54 75 135 237 536 536
14 32 53 74 135 237 535 535
15 31 53 74 134 236 534 534
16 30 52 73 133 236 534 534
17 30 52 73 133 235 533 533
18 30 51 72 133 235 533 533
19 30 51 72 133 235 533 533
20 30 51 72 133 235 533 533
21 30 51 72 133 235 533 533
22 30 51 72 133 235 533 533
23 30 51 72 133 235 533 533
24 29 51 72 132 234 533 533
25 29 51 72 132 234 532 532
26 29 50 71 132 234 532 532
27 29 50 71 132 234 532 532
28 28 50 71 131 233 531 531
29 28 49 70 131 233 531 531
30 28 49 70 131 233 531 531

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 24 94 206 504 1 214
2 1 5 25 95 207 505 976
3 2 5 27 89 204 502 795
4 2 7 29 92 203 501 657
5 4 9 34 95 203 501 552
6 4 11 38 99 203 501 501
7 5 14 40 102 203 501 501
8 7 14 39 101 203 501 501
9 7 15 39 100 203 501 501
10 8 16 40 100 203 501 501
11 9 18 41 101 204 502 502
12 9 18 40 100 202 500 500
13 10 19 41 101 203 501 501
14 11 19 40 101 203 501 501
15 12 18 39 100 202 500 500
16 13 17 38 99 201 499 499
17 13 17 38 99 201 499 499
18 14 17 38 99 201 499 499
19 14 18 39 99 201 499 499
20 15 18 39 100 202 500 500
21 16 19 39 100 202 500 500
22 17 20 39 100 202 500 500
23 18 21 39 100 202 500 500
24 18 21 39 100 202 500 500
25 19 22 39 100 202 500 500
26 19 22 39 99 201 500 500
27 20 23 39 99 201 500 500
28 20 25 40 99 201 499 499
29 21 25 41 99 201 499 499
30 22 26 42 99 201 499 499

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 81 151 263 561 1 251
2 45 58 81 151 263 561 1 014
3 46 60 82 145 259 557 828
4 47 62 84 146 258 556 685
5 47 63 88 149 257 555 575
6 47 65 91 153 256 554 554
7 48 66 92 154 255 553 553
8 47 66 91 152 254 552 552
9 46 66 90 151 253 551 551
10 46 66 89 150 252 551 551
11 46 66 89 150 252 550 550
12 45 66 88 149 251 549 549
13 45 66 88 148 250 548 548
14 45 66 87 148 250 548 548
15 44 66 87 147 249 547 547
16 43 65 86 146 248 546 546
17 43 64 85 146 248 546 546
18 42 64 85 145 247 545 545
19 42 63 84 145 247 545 545
20 42 63 84 145 247 545 545
21 41 63 84 144 246 545 545
22 41 62 83 144 246 544 544
23 40 62 83 143 245 544 544
24 40 61 82 143 245 543 543
25 39 61 82 142 244 542 542
26 38 60 81 141 243 542 542
27 38 59 80 141 243 541 541
28 37 58 79 140 242 540 540
29 36 58 79 139 241 539 539
30 35 57 78 138 240 539 539

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 54 123 236 534 1 234
2 21 34 57 127 239 537 991
3 25 39 62 124 239 537 808
4 29 44 67 129 240 538 669
5 32 48 73 133 241 539 562
6 31 48 74 136 239 538 538
7 35 54 80 142 243 541 541
8 34 53 78 140 242 540 540
9 35 55 79 140 242 541 541
10 37 57 81 141 244 542 542
11 39 59 82 143 245 543 543
12 40 61 83 143 245 543 543
13 40 62 83 144 246 544 544
14 41 62 83 144 246 544 544
15 41 62 83 144 246 544 544
16 41 62 83 144 246 544 544
17 41 62 83 144 246 544 544
18 40 62 83 143 245 543 543
19 40 61 82 143 245 543 543
20 40 61 82 143 245 543 543
21 40 61 82 143 245 543 543
22 40 61 82 143 245 543 543
23 39 61 82 142 244 542 542
24 39 60 81 142 244 542 542
25 38 60 81 141 243 542 542
26 38 59 80 141 243 541 541
27 37 59 80 140 242 541 541
28 37 58 79 140 242 540 540
29 36 58 79 139 241 540 540
30 36 57 78 139 241 539 539

2.15.   Canadian dollar

Duration (in years) Credit quality step 0 Credit qualitystep 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 18 31 54 123 236 534 1 275
2 19 32 55 124 237 535 1 023
3 21 35 57 120 234 532 832
4 22 38 60 122 234 532 687
5 24 40 65 126 234 532 576
6 25 42 69 130 234 532 532
7 26 44 70 133 233 532 532
8 26 45 70 132 233 532 532
9 26 46 70 131 233 532 532
10 27 47 71 131 234 532 532
11 28 48 71 132 234 532 532
12 28 49 71 132 234 532 532
13 28 50 71 132 234 532 532
14 29 50 71 132 234 532 532
15 29 50 71 132 234 532 532
16 28 50 71 131 234 532 532
17 28 50 71 132 234 532 532
18 28 50 71 131 234 532 532
19 28 50 71 131 233 532 532
20 28 50 71 132 234 532 532
21 28 50 71 131 234 532 532
22 28 50 71 131 233 531 531
23 28 49 70 131 233 531 531
24 27 49 70 130 232 530 530
25 27 48 69 130 232 530 530
26 26 48 69 129 231 530 530
27 26 47 68 129 231 529 529
28 25 47 68 128 231 529 529
29 25 47 67 128 230 528 528
30 25 46 67 128 230 528 528

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 51 63 87 156 268 567 1 366
2 54 66 90 159 272 570 1 093
3 58 72 94 156 271 569 887
4 60 75 98 160 271 569 731
5 62 78 103 164 272 570 612
6 64 81 107 169 272 571 571
7 65 83 109 172 272 570 570
8 65 84 109 170 272 570 570
9 65 84 109 170 272 570 570
10 65 86 109 170 272 570 570
11 66 86 109 170 272 570 570
12 66 87 109 169 271 569 569
13 65 87 108 168 270 569 569
14 65 86 107 168 270 568 568
15 64 85 106 167 269 567 567
16 63 85 106 166 268 566 566
17 62 84 105 166 268 566 566
18 62 83 104 165 267 565 565
19 61 83 104 164 266 565 565
20 61 82 103 164 266 564 564
21 60 81 102 163 265 563 563
22 59 81 102 162 264 562 562
23 58 80 101 161 263 562 562
24 57 79 100 160 262 561 561
25 56 78 99 159 262 560 560
26 55 77 98 158 261 559 559
27 55 76 97 158 260 558 558
28 54 75 96 157 259 557 557
29 53 74 95 156 258 556 556
30 52 73 94 155 257 555 555

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 94 117 187 299 597 1 384
2 86 99 122 192 304 602 1 114
3 89 103 125 187 302 600 909
4 90 105 128 190 301 599 753
5 93 110 135 195 303 601 632
6 95 113 139 201 304 602 602
7 97 116 142 204 305 603 603
8 98 117 143 204 306 604 604
9 100 119 144 204 307 605 605
10 100 121 144 205 307 605 605
11 101 121 144 205 307 605 605
12 100 121 143 204 306 604 604
13 100 121 142 203 305 603 603
14 98 120 141 201 303 602 602
15 97 119 140 200 302 600 600
16 96 117 138 199 301 599 599
17 94 116 137 197 299 598 598
18 93 115 136 196 298 596 596
19 92 113 134 195 297 595 595
20 90 112 133 193 296 594 594
21 89 110 131 192 294 592 592
22 87 109 130 190 293 591 591
23 86 107 128 189 291 589 589
24 84 106 127 187 289 587 587
25 82 104 125 185 288 586 586
26 81 102 123 184 286 584 584
27 79 101 122 182 284 582 582
28 78 99 120 181 283 581 581
29 76 98 118 179 281 579 579
30 74 96 117 177 280 578 578

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 48 117 229 527 1 254
2 14 27 50 120 232 530 1 013
3 18 32 54 116 231 529 825
4 20 36 58 120 232 530 681
5 23 39 64 125 233 531 571
6 24 42 68 130 233 531 531
7 26 44 70 133 233 531 531
8 26 45 70 132 233 531 531
9 26 46 70 131 233 531 531
10 27 47 70 131 233 531 531
11 27 48 70 131 233 531 531
12 27 48 70 131 233 531 531
13 27 48 70 130 232 530 530
14 26 48 69 129 232 530 530
15 26 47 68 129 231 529 529
16 25 47 68 128 230 528 528
17 25 46 67 128 230 528 528
18 25 46 67 128 230 528 528
19 24 46 67 127 230 528 528
20 25 46 67 128 230 528 528
21 25 46 67 128 230 528 528
22 25 46 67 128 230 528 528
23 25 46 67 128 230 528 528
24 25 46 67 128 230 528 528
25 24 46 67 127 229 528 528
26 24 46 67 127 229 527 527
27 24 46 66 127 229 527 527
28 24 45 66 127 229 527 527
29 24 45 66 127 229 527 527
30 23 45 66 126 228 527 527

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 95 108 131 201 313 611 1 314
2 96 109 132 202 314 612 1 060
3 97 111 134 196 311 609 867
4 99 114 137 199 310 608 719
5 100 117 142 202 310 608 608
6 101 118 145 206 310 608 608
7 102 120 146 209 309 607 607
8 102 121 146 207 309 607 607
9 101 121 145 206 308 606 606
10 100 121 144 205 307 605 605
11 99 120 143 203 305 604 604
12 98 119 141 202 304 602 602
13 97 118 139 200 302 600 600
14 95 117 138 198 300 598 598
15 93 115 136 196 298 597 597
16 91 113 134 194 297 595 595
17 90 111 132 193 295 593 593
18 88 110 131 191 294 592 592
19 87 109 130 190 292 590 590
20 86 108 129 189 291 589 589
21 85 107 128 188 290 588 588
22 84 105 126 187 289 587 587
23 83 104 125 186 288 586 586
24 81 103 124 184 287 585 585
25 80 102 123 183 285 583 583
26 79 101 121 182 284 582 582
27 78 99 120 181 283 581 581
28 77 98 119 180 282 580 580
29 76 97 118 178 281 579 579
30 74 96 117 177 279 578 578

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
1 315 328 352 421 533 831 1 392
2 86 99 122 191 304 602 1 120
3 89 103 125 188 303 601 910
4 93 108 130 192 304 602 750
5 95 111 136 197 305 603 629
6 97 114 140 202 305 603 603
7 98 117 143 205 306 604 604
8 99 118 143 205 306 605 605
9 99 119 143 204 307 605 605
10 100 120 144 204 307 605 605
11 100 121 144 204 306 605 605
12 101 122 144 205 307 605 605
13 102 123 144 205 307 605 605
14 102 124 145 205 307 606 606
15 103 125 146 206 308 606 606
16 104 126 147 207 309 607 607
17 105 126 148 208 310 608 608
18 106 127 148 209 311 609 609
19 107 128 149 210 312 610 610
20 107 129 150 210 312 610 610
21 107 129 150 210 312 611 611
22 107 128 149 210 312 610 610
23 106 128 149 209 311 609 609
24 105 127 148 208 310 609 609
25 104 126 147 207 309 607 607
26 103 124 145 206 308 606 606
27 102 123 144 205 307 605 605
28 100 122 143 203 305 603 603
29 99 120 141 202 304 602 602
30 97 119 140 200 302 600 600

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 35 105 217 515 1 238
2 1 12 35 105 217 515 992
3 2 14 36 99 213 511 806
4 2 16 38 100 212 510 666
5 4 17 42 103 211 509 558
6 4 19 45 107 210 508 508
7 5 20 46 109 209 507 507
8 7 20 45 107 208 507 507
9 7 20 44 105 207 506 506
10 8 21 44 105 207 505 505
11 9 22 44 105 207 505 505
12 9 22 44 105 207 505 505
13 10 23 44 105 207 505 505
14 11 24 45 105 207 505 505
15 12 24 45 105 207 506 506
16 13 24 45 105 208 506 506
17 13 24 46 106 208 506 506
18 14 25 46 107 209 507 507
19 15 26 47 107 209 507 507
20 15 27 48 108 210 508 508
21 16 27 48 109 211 509 509
22 17 28 49 110 212 510 510
23 18 29 50 110 212 510 510
24 18 29 50 111 213 511 511
25 19 29 50 111 213 511 511
26 19 30 51 111 213 511 511
27 20 30 51 112 214 512 512
28 21 30 51 112 214 512 512
29 22 31 51 112 214 512 512
30 23 31 52 112 214 512 512

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 87 157 269 567 1 279
2 52 65 88 158 270 568 1 031
3 53 67 89 152 267 564 839
4 54 69 92 154 265 563 693
5 54 71 96 156 264 562 581
6 55 72 99 160 264 562 562
7 55 73 99 162 262 560 560
8 55 73 99 160 262 560 560
9 54 74 98 159 261 559 559
10 53 74 97 158 260 558 558
11 53 73 96 157 259 557 557
12 52 73 95 155 257 555 555
13 51 72 93 154 256 554 554
14 49 71 92 152 255 553 553
15 48 70 91 151 253 551 551
16 47 68 89 150 252 550 550
17 46 67 88 149 251 549 549
18 45 66 87 148 250 548 548
19 44 66 87 147 249 547 547
20 44 65 86 147 249 547 547
21 43 65 86 146 248 546 546
22 42 64 85 146 248 546 546
23 42 63 84 145 247 545 545
24 41 63 84 144 246 544 544
25 40 62 83 143 246 544 544
26 40 61 82 143 245 543 543
27 39 61 82 142 244 542 542
28 38 60 81 141 244 542 542
29 38 59 80 141 243 541 541
30 37 59 80 140 242 540 540

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
1 114 127 151 220 332 630 1 330
2 116 129 152 222 334 632 1 075
3 119 133 155 217 332 630 878
4 121 136 159 221 332 630 728
5 123 139 164 225 333 631 631
6 125 142 168 230 333 631 631
7 126 144 170 232 333 631 631
8 125 144 170 231 333 631 631
9 125 145 169 230 332 631 631
10 125 146 169 230 332 630 630
11 125 146 168 229 331 629 629
12 124 145 167 227 330 628 628
13 123 144 165 226 328 626 626
14 121 143 164 224 326 624 624
15 119 141 162 222 324 623 623
16 117 139 160 220 322 620 620
17 115 137 158 218 320 618 618
18 113 135 156 216 318 616 616
19 111 133 154 214 316 614 614
20 110 131 152 213 315 613 613
21 108 129 150 211 313 611 611
22 106 128 149 209 311 609 609
23 104 126 147 207 309 607 607
24 102 124 145 205 307 606 606
25 100 122 143 203 306 604 604
26 99 120 141 202 304 602 602
27 97 118 139 200 302 600 600
28 95 117 138 198 300 598 598
29 93 115 136 196 298 597 597
30 92 113 134 195 297 595 595

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
1 166 179 203 272 384 682 1 469
2 176 189 212 282 394 692 1 166
3 182 196 218 281 395 693 944
4 185 200 223 285 396 694 778
5 187 203 228 288 396 694 694
6 187 204 230 292 395 693 693
7 187 205 231 294 394 692 692
8 186 205 230 291 393 691 691
9 185 204 229 290 392 690 690
10 184 204 228 289 391 689 689
11 183 204 226 287 389 687 687
12 181 202 224 285 387 685 685
13 179 200 221 282 384 682 682
14 176 198 219 279 381 679 679
15 173 195 216 276 378 676 676
16 170 192 213 273 375 673 673
17 167 189 210 270 372 670 670
18 164 186 207 267 369 668 668
19 161 183 204 264 366 665 665
20 158 180 201 261 364 662 662
21 155 177 198 258 361 659 659
22 152 174 195 255 357 656 656
23 149 171 192 252 354 653 653
24 146 168 189 249 351 649 649
25 143 165 186 246 348 646 646
26 140 162 183 243 345 643 643
27 137 159 180 240 342 641 641
28 134 156 177 237 340 638 638
29 132 153 174 235 337 635 635
30 129 151 172 232 334 632 632

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 69 138 250 549 1 267
2 33 46 69 139 251 549 1 016
3 35 49 71 133 248 546 827
4 36 51 73 135 247 545 683
5 37 53 78 138 246 544 574
6 37 54 81 142 246 544 544
7 37 56 82 144 245 543 543
8 36 55 81 142 244 542 542
9 36 55 80 141 243 541 541
10 36 56 79 140 242 540 540
11 36 56 79 139 242 540 540
12 35 56 78 139 241 539 539
13 35 57 78 138 240 539 539
14 35 56 77 138 240 538 538
15 35 56 77 138 240 538 538
16 35 56 77 138 240 538 538
17 35 56 77 138 240 538 538
18 35 56 77 138 240 538 538
19 35 56 77 138 240 538 538
20 35 56 77 138 240 538 538
21 35 56 77 138 240 538 538
22 35 56 77 138 240 538 538
23 35 56 77 138 240 538 538
24 34 56 77 137 239 538 538
25 34 55 76 137 239 537 537
26 34 55 76 137 239 537 537
27 33 55 76 136 238 537 537
28 33 54 75 136 238 536 536
29 33 54 75 136 238 536 536
30 32 54 75 135 237 535 535

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 66 135 247 546 1 266
2 31 44 67 137 249 547 1 022
3 34 48 70 133 247 545 834
4 36 51 74 136 247 545 691
5 38 55 80 140 248 546 581
6 40 57 83 145 248 547 547
7 41 60 86 148 249 547 547
8 42 60 86 147 249 547 547
9 42 62 86 147 249 547 547
10 43 63 87 147 249 548 548
11 44 65 87 148 250 548 548
12 44 66 87 148 250 548 548
13 45 66 87 148 250 548 548
14 45 66 87 148 250 548 548
15 45 66 87 148 250 548 548
16 44 66 87 147 250 548 548
17 45 66 87 148 250 548 548
18 45 66 87 148 250 548 548
19 45 66 87 148 250 548 548
20 45 67 88 148 250 548 548
21 45 67 88 148 250 548 548
22 45 67 88 148 250 548 548
23 45 66 87 148 250 548 548
24 44 66 87 147 249 548 548
25 44 65 86 147 249 547 547
26 43 65 86 146 249 547 547
27 43 64 85 146 248 546 546
28 42 64 85 145 247 546 546
29 42 63 84 145 247 545 545
30 41 63 84 144 246 544 544

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 tep 4 Credit quality step 5 Credit quality step 6
1 127 140 163 232 345 643 1 493
2 126 139 162 231 344 642 1 182
3 126 140 162 225 339 637 955
4 126 141 164 226 337 636 786
5 127 143 168 229 337 635 657
6 127 144 170 232 335 633 633
7 127 145 171 233 334 632 632
8 126 145 170 232 333 632 632
9 125 145 169 230 332 630 630
10 125 145 169 229 332 630 630
11 125 146 168 229 331 629 629
12 124 145 167 228 330 628 628
13 123 145 166 226 329 627 627
14 122 144 165 225 327 625 625
15 120 142 163 223 325 623 623
16 118 140 161 221 323 621 621
17 116 137 158 219 321 619 619
18 113 135 156 217 319 617 617
19 111 133 154 214 317 615 615
20 109 131 152 212 314 613 613
21 107 129 150 210 312 610 610
22 105 126 147 208 310 608 608
23 103 124 145 206 308 606 606
24 100 122 143 204 306 604 604
25 98 120 141 201 303 602 602
26 96 118 139 199 301 599 599
27 94 116 137 197 299 597 597
28 92 114 134 195 297 595 595
29 90 112 132 193 295 593 593
30 88 110 131 191 293 591 591

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 36 106 218 516 1 255
2 2 15 38 108 220 518 1 012
3 5 19 41 104 218 516 824
4 7 22 45 107 218 516 681
5 9 26 51 111 219 517 572
6 11 28 54 116 219 518 518
7 12 31 57 119 220 518 518
8 12 31 56 118 220 518 518
9 12 32 56 117 220 518 518
10 13 33 57 117 219 518 518
11 13 34 57 117 219 517 517
12 13 34 56 117 219 517 517
13 13 35 56 117 219 517 517
14 13 35 56 116 218 517 517
15 13 35 56 116 218 516 516
16 13 34 55 116 218 516 516
17 13 34 55 116 218 516 516
18 14 34 55 116 218 516 516
19 15 34 55 116 218 516 516
20 15 35 56 116 219 517 517
21 17 35 56 117 219 517 517
22 17 36 57 117 219 517 517
23 18 36 57 117 219 518 518
24 19 36 57 118 220 518 518
25 19 36 57 118 220 518 518
26 20 36 57 118 220 518 518
27 20 36 57 118 220 518 518
28 21 36 57 118 220 518 518
29 22 36 57 118 220 518 518
30 23 36 57 118 220 518 518

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 72 141 254 552 1 266
2 36 49 72 142 254 552 1 020
3 36 50 73 135 250 548 830
4 37 52 74 136 248 546 686
5 37 53 78 139 247 545 575
6 39 56 83 144 248 546 546
7 37 55 81 144 244 542 542
8 40 59 84 146 247 546 546
9 39 59 83 144 246 545 545
10 35 55 78 139 241 539 539
11 31 52 74 135 237 535 535
12 28 49 71 132 234 532 532
13 26 47 69 129 231 529 529
14 24 46 67 127 229 528 528
15 23 44 65 126 228 526 526
16 21 43 64 124 227 525 525
17 21 42 63 124 226 524 524
18 20 42 63 123 225 523 523
19 20 41 62 123 225 523 523
20 20 41 62 123 225 523 523
21 20 41 62 123 225 523 523
22 20 41 62 123 225 523 523
23 20 41 62 123 225 523 523
24 19 41 62 122 225 523 523
25 19 41 62 122 224 523 523
26 20 41 62 122 224 522 522
27 20 41 61 122 224 522 522
28 21 40 61 122 224 522 522
29 22 40 61 122 224 522 522
30 23 40 61 122 224 522 522

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
1 208 221 244 314 426 724 1 706
2 205 218 241 311 423 721 1 395
3 202 216 238 300 415 713 1 144
4 198 213 236 298 409 708 949
5 195 211 236 296 404 703 796
6 191 208 235 296 400 698 698
7 188 206 232 294 395 693 693
8 183 202 228 289 391 689 689
9 179 199 223 284 387 685 685
10 176 196 219 280 382 680 680
11 172 193 215 276 378 676 676
12 168 189 211 272 374 672 672
13 165 186 207 268 370 668 668
14 161 182 203 264 366 664 664
15 157 179 200 260 362 660 660
16 154 175 196 257 359 657 657
17 150 172 193 253 355 654 654
18 147 169 190 250 352 650 650
19 144 166 187 247 349 647 647
20 141 163 184 244 346 645 645
21 138 160 181 241 344 642 642
22 136 157 178 239 341 639 639
23 133 154 175 236 338 636 636
24 130 151 172 233 335 633 633
25 127 149 170 230 332 630 630
26 125 146 167 228 330 628 628
27 122 143 164 225 327 625 625
28 120 141 162 223 325 623 623
29 117 139 160 220 322 620 620
30 115 136 157 218 320 618 618

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 48 102 234 532 1 263
2 9 25 48 102 234 532 1 019
3 10 28 50 97 232 530 829
4 12 33 54 95 233 531 684
5 16 38 59 98 234 532 573
6 18 42 63 95 234 532 532
7 19 44 63 90 235 533 533
8 18 43 62 89 235 533 533
9 19 45 64 93 235 533 533
10 21 48 67 96 235 533 533
11 22 50 68 99 235 533 533
12 24 52 70 100 235 533 533
13 26 54 70 100 235 533 533
14 26 54 71 100 235 533 533
15 26 55 71 101 235 533 533
16 26 55 71 101 234 532 532
17 26 55 71 101 234 533 533
18 26 55 71 101 234 532 532
19 26 55 71 101 234 533 533
20 26 55 71 101 235 533 533
21 26 55 71 101 235 533 533
22 26 55 71 101 235 533 533
23 26 55 71 101 235 533 533
24 26 55 71 101 235 533 533
25 26 55 71 101 234 533 533
26 26 55 71 101 234 532 532
27 26 55 71 101 234 532 532
28 26 55 71 101 234 532 532
29 26 55 71 101 233 532 532
30 26 55 71 101 233 531 531

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 85 197 495 1 223
2 1 5 14 83 196 494 980
3 2 5 14 76 191 489 796
4 2 6 15 77 189 487 657
5 4 6 19 80 188 486 552
6 4 7 22 84 187 485 485
7 5 9 24 86 187 485 485
8 7 9 24 85 187 485 485
9 7 10 23 84 187 485 485
10 8 10 24 84 187 485 485
11 8 11 24 85 187 485 485
12 9 13 24 85 187 485 485
13 10 13 25 85 187 485 485
14 11 14 25 85 187 486 486
15 12 14 25 86 188 486 486
16 13 15 26 86 188 486 486
17 13 16 27 86 188 486 486
18 14 17 28 87 189 487 487
19 14 18 30 87 189 487 487
20 15 18 31 88 190 488 488
21 16 19 32 88 190 488 488
22 17 20 33 88 190 489 489
23 18 21 34 89 191 489 489
24 18 21 35 89 191 489 489
25 19 22 37 89 191 489 489
26 19 22 38 89 191 489 489
27 20 23 39 89 191 489 489
28 20 25 40 89 191 489 489
29 21 25 41 88 191 489 489
30 22 26 42 88 191 489 489

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 42 159 292 3 011
2 2 14 21 42 159 335 2 262
3 2 15 23 47 154 351 1 716
4 2 16 26 50 152 352 1 329
5 3 18 29 52 152 344 1 055
6 4 20 31 55 152 331 857
7 6 23 33 58 152 315 709
8 6 23 34 60 152 299 596
9 6 24 36 63 152 282 508
10 6 25 37 65 152 265 437
11 7 26 38 66 152 249 380
12 7 26 38 66 152 245 333
13 7 26 38 66 152 245 293
14 7 26 38 66 152 245 260
15 7 26 39 66 152 245 245
16 7 26 41 66 152 245 245
17 7 26 44 66 152 245 245
18 7 26 46 66 152 245 245
19 7 26 48 66 152 245 245
20 7 26 51 66 152 245 245
21 7 26 54 66 152 245 245
22 8 26 55 66 152 245 245
23 8 26 58 66 152 245 245
24 8 26 60 66 152 245 245
25 9 26 63 66 152 245 245
26 9 26 65 67 152 245 245
27 10 26 68 69 152 245 245
28 10 26 70 71 152 245 245
29 10 26 73 73 152 245 245
30 11 26 75 75 152 245 245

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 24 30 51 169 318 3 300
2 13 25 32 53 170 361 2 458
3 13 26 34 58 166 375 1 851
4 13 27 37 61 163 374 1 426
5 13 28 40 63 162 364 1 127
6 14 30 41 65 162 349 912
7 15 32 42 67 161 332 753
8 14 32 43 69 160 314 632
9 14 32 44 71 160 296 537
10 14 32 45 72 159 278 462
11 14 32 45 73 159 261 401
12 13 32 44 72 158 252 351
13 13 31 44 72 157 251 309
14 12 31 43 71 157 251 273
15 12 30 43 71 157 250 250
16 11 30 43 70 156 250 250
17 11 30 46 70 156 250 250
18 11 30 48 70 156 250 250
19 11 30 51 70 156 250 250
20 11 30 53 71 156 250 250
21 12 31 55 71 157 250 250
22 12 31 58 71 157 250 250
23 12 31 61 71 157 251 251
24 12 31 63 71 157 251 251
25 12 31 66 71 157 251 251
26 12 31 68 71 157 251 251
27 12 31 71 71 157 250 250
28 12 31 73 73 157 250 250
29 12 31 75 75 157 250 250
30 12 30 78 77 157 250 250

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 42 159 292 3 010
2 2 14 21 42 159 335 2 262
3 2 15 23 47 154 351 1 715
4 2 15 26 50 152 352 1 329
5 3 17 29 52 152 344 1 055
6 4 20 31 55 152 331 856
7 5 22 33 57 152 315 709
8 6 23 34 60 152 299 596
9 6 24 36 63 152 282 508
10 6 25 37 65 152 265 437
11 7 25 38 66 152 249 380
12 7 25 38 66 152 245 333
13 7 26 38 66 152 245 293
14 7 26 38 66 152 245 260
15 7 26 39 66 152 245 245
16 7 26 41 66 152 245 245
17 7 26 44 66 152 245 245
18 7 26 46 66 152 245 245
19 7 26 48 66 152 245 245
20 7 26 51 66 152 245 245
21 7 26 54 66 152 245 245
22 8 26 55 66 152 245 245
23 8 26 58 66 152 245 245
24 8 26 60 66 152 245 245
25 9 26 63 66 152 245 245
26 9 26 65 67 152 245 245
27 10 26 68 69 152 245 245
28 10 26 70 71 152 245 245
29 10 26 73 73 152 245 245
30 11 26 75 75 152 245 245

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 91 112 230 325 3 322
2 70 82 88 109 227 365 2 488
3 72 85 93 117 224 382 1 883
4 70 84 94 119 220 382 1 457
5 69 84 95 119 218 373 1 155
6 69 85 96 120 217 359 936
7 69 86 96 121 215 342 773
8 68 86 97 122 214 323 649
9 67 86 97 124 213 307 552
10 65 83 95 123 210 304 475
11 63 81 94 122 208 301 412
12 61 80 93 121 206 300 360
13 61 80 92 120 206 299 317
14 60 79 92 119 205 299 299
15 60 79 91 119 205 299 299
16 60 78 91 119 205 298 298
17 59 78 91 118 204 298 298
18 59 78 90 118 204 297 297
19 58 77 89 117 203 297 297
20 58 76 89 117 203 296 296
21 57 76 88 116 202 295 295
22 56 75 87 115 201 295 295
23 55 74 86 114 200 294 294
24 54 73 86 113 199 293 293
25 53 72 85 112 198 292 292
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 80 107 193 287 287

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 46 163 298 3 075
2 8 20 26 48 165 340 2 298
3 8 21 30 53 161 356 1 742
4 9 23 33 58 159 356 1 350
5 10 25 36 60 159 348 1 071
6 11 27 39 63 159 335 869
7 13 30 40 65 159 319 719
8 12 30 41 67 159 302 604
9 12 31 42 69 158 285 515
10 12 31 43 71 158 268 443
11 13 31 44 72 158 252 385
12 13 31 44 72 158 251 337
13 13 31 44 72 158 251 298
14 13 31 44 72 158 251 264
15 13 32 44 72 158 251 251
16 13 31 44 72 157 251 251
17 13 32 44 72 158 251 251
18 13 32 47 72 158 251 251
19 13 32 50 72 158 252 252
20 14 32 51 73 159 252 252
21 14 33 54 73 159 253 253
22 14 33 57 73 159 253 253
23 14 33 59 74 159 253 253
24 14 33 62 74 159 253 253
25 14 33 64 74 159 253 253
26 14 33 67 74 159 253 253
27 14 33 69 73 159 253 253
28 14 33 72 73 159 253 253
29 14 33 74 73 159 253 253
30 14 33 77 75 159 253 253

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 42 55 61 82 200 295 3 025
2 46 58 65 86 203 335 2 265
3 50 63 71 95 202 352 1 718
4 52 66 76 100 202 353 1 334
5 54 68 80 103 203 346 1 062
6 55 71 82 106 203 334 864
7 56 73 84 108 202 319 717
8 55 73 84 110 202 303 604
9 55 73 85 112 201 294 516
10 54 73 85 112 199 293 445
11 53 72 84 112 198 292 388
12 52 71 83 111 197 290 340
13 51 69 82 110 196 289 300
14 50 68 81 109 195 288 288
15 49 67 80 108 194 287 287
16 48 67 79 107 193 286 286
17 47 66 78 106 192 286 286
18 47 65 78 106 192 285 285
19 46 65 77 105 191 285 285
20 46 64 77 105 191 284 284
21 45 64 76 104 190 284 284
22 44 63 76 104 189 283 283
23 44 62 75 103 189 282 282
24 43 62 74 102 188 281 281
25 42 61 73 101 187 281 281
26 41 60 72 100 186 280 280
27 40 59 72 100 185 279 279
28 40 58 72 99 185 278 278
29 39 58 74 98 184 277 277
30 38 57 77 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 13 20 41 159 292 3 008
2 1 13 20 41 159 335 2 260
3 1 14 22 46 153 351 1 714
4 1 15 25 50 151 352 1 328
5 2 17 28 52 151 343 1 054
6 3 19 30 55 151 330 856
7 5 22 32 57 151 315 708
8 5 22 33 59 151 299 596
9 5 23 35 62 151 282 508
10 6 24 37 64 151 265 437
11 6 25 37 65 151 249 380
12 6 25 37 65 151 245 333
13 6 25 37 65 151 245 293
14 6 25 37 65 151 245 260
15 6 25 39 65 151 245 245
16 6 25 41 65 151 245 245
17 6 25 44 65 151 245 245
18 6 25 46 65 151 245 245
19 7 25 48 65 151 245 245
20 7 25 51 65 151 245 245
21 7 25 53 65 151 245 245
22 8 25 55 65 151 245 245
23 8 25 58 65 151 245 245
24 8 25 60 65 151 245 245
25 9 25 63 65 151 245 245
26 9 25 65 67 151 245 245
27 10 25 68 69 151 245 245
28 10 25 70 71 151 245 245
29 10 25 73 73 151 245 245
30 11 26 75 75 151 245 245

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 45 177 301 3 101
2 0 11 22 45 177 344 2 325
3 1 11 23 49 172 359 1 758
4 1 13 26 55 169 358 1 359
5 1 16 28 58 168 350 1 077
6 2 18 32 59 167 336 873
7 3 21 36 59 166 320 721
8 5 24 37 59 165 303 606
9 8 30 41 58 164 285 516
10 11 33 41 57 163 268 444
11 10 33 41 56 162 256 385
12 9 32 41 56 161 255 337
13 8 31 42 57 161 254 297
14 8 31 42 57 160 254 263
15 8 31 43 57 159 253 253
16 8 31 43 57 158 251 251
17 8 31 44 57 157 251 251
18 8 31 47 57 156 250 250
19 8 31 49 57 156 250 250
20 8 31 51 57 157 250 250
21 8 31 54 57 157 250 250
22 8 31 56 60 156 250 250
23 8 31 58 61 156 250 250
24 8 31 61 63 155 249 249
25 9 31 63 65 155 248 248
26 10 31 66 67 154 248 248
27 11 31 68 69 154 247 247
28 11 31 70 71 153 247 247
29 11 31 73 73 153 246 246
30 11 31 75 75 152 246 246

3.9.   Romanian leu

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