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Commission Implementing Regulation (EU) 2022/1384 of 8 August 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 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 2022-08-09
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 29 5 0 23 0
2 0 0 36 5 0 38 0
3 0 0 41 5 0 43 0
4 0 2 44 5 2 44 0
5 0 3 48 5 3 47 0
6 0 4 51 5 6 49 0
7 1 5 53 5 8 51 0
8 2 6 55 5 10 50 0
9 3 7 57 5 11 48 0
10 3 7 58 5 12 47 0
Duration (in years) Estonia Finland France Germany Greece Hungary Ireland
--- --- --- --- --- --- --- ---
1 0 0 0 0 361 4 14
2 0 0 0 0 225 4 20
3 0 0 0 0 200 4 22
4 2 0 0 0 175 4 23
5 3 0 0 0 161 4 25
6 4 0 0 0 159 4 26
7 5 0 0 0 156 4 27
8 6 0 1 0 160 3 28
9 7 0 2 0 162 1 28
10 7 0 3 0 164 4 28
Duration (in years) Italy Latvia Lithuania Luxembourg Malta Netherlands Poland
--- --- --- --- --- --- --- ---
1 6 4 5 0 14 0 4
2 14 10 10 0 20 0 4
3 18 13 14 0 22 0 4
4 21 14 16 0 23 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 23 1 28 0 4
10 31 22 24 2 28 0 4
Duration (in years) Portugal Romania Slovakia Slovenia Spain Sweden United Kingdom
--- --- --- --- --- --- --- ---
1 23 9 11 16 5 0 0
2 38 16 14 19 10 0 0
3 43 18 16 23 14 0 0
4 44 19 17 27 16 0 0
5 47 20 19 31 18 0 0
6 49 21 20 34 19 0 0
7 51 23 21 35 21 0 0
8 50 24 23 37 22 0 0
9 48 25 23 37 23 0 0
10 47 23 23 37 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 17
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 14
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 27 0 10 0 0 10
4 3 34 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 36 0 10 1 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 10 11 0 4
3 0 0 0 11 12 0 4
4 0 0 0 11 14 0 4
5 0 2 0 12 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 20 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 19 42 112 224 520 1 241
2 7 19 42 112 224 520 1 000
3 8 22 44 106 220 516 815
4 9 24 47 108 219 515 674
5 10 26 51 111 219 515 566
6 11 29 55 116 219 515 515
7 13 31 57 119 219 515 515
8 13 31 57 118 219 515 515
9 13 32 57 117 219 515 515
10 13 33 57 117 219 515 515
11 14 35 57 117 219 515 515
12 14 35 57 117 219 515 515
13 15 36 57 117 219 515 515
14 15 36 57 117 219 515 515
15 15 36 57 117 219 515 515
16 15 36 57 117 219 515 515
17 15 36 57 117 219 515 515
18 15 36 57 117 219 515 515
19 15 36 57 117 219 515 515
20 15 36 57 117 219 515 515
21 17 36 57 117 219 515 515
22 17 36 57 117 219 515 515
23 18 36 57 117 219 515 515
24 19 36 57 117 219 515 515
25 19 36 57 117 219 515 515
26 20 36 57 117 219 515 515
27 20 36 57 117 219 515 515
28 21 36 57 117 219 515 515
29 22 36 57 117 219 515 515
30 23 36 57 117 219 515 515

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 17 29 52 122 234 530 1 361
2 18 31 54 123 236 531 1 088
3 20 34 56 118 232 528 879
4 20 36 58 120 231 527 722
5 21 37 62 122 230 526 603
6 22 39 65 126 230 525 525
7 22 40 66 128 229 524 524
8 21 40 65 127 228 524 524
9 21 41 65 125 228 523 523
10 21 41 65 125 227 523 523
11 21 42 64 125 227 522 522
12 21 42 64 124 226 522 522
13 21 42 63 123 225 521 521
14 20 42 63 123 225 520 520
15 20 41 62 122 224 520 520
16 19 41 62 122 224 520 520
17 19 41 62 122 224 519 519
18 19 41 62 122 224 519 519
19 19 41 62 122 224 519 519
20 20 41 62 122 224 520 520
21 20 41 62 123 225 520 520
22 20 42 63 123 225 520 520
23 20 42 63 123 225 520 520
24 20 42 63 123 225 520 520
25 20 42 63 123 225 520 520
26 20 42 63 123 225 520 520
27 22 42 62 123 225 520 520
28 22 41 62 123 225 520 520
29 23 41 62 122 224 520 520
30 23 41 62 122 224 520 520

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 42 111 224 519 1 241
2 6 19 42 111 224 519 1 000
3 7 21 44 106 220 516 814
4 9 24 46 108 219 515 674
5 10 26 51 111 219 515 566
6 11 28 55 116 219 515 515
7 12 31 56 119 219 515 515
8 12 31 56 118 219 515 515
9 13 32 56 117 219 515 515
10 13 33 57 117 219 515 515
11 14 34 57 117 219 515 515
12 14 35 57 117 219 515 515
13 14 36 57 117 219 515 515
14 15 36 57 117 219 515 515
15 15 36 57 117 219 515 515
16 15 36 57 117 219 515 515
17 15 36 57 117 219 515 515
18 15 36 57 117 219 515 515
19 15 36 57 117 219 515 515
20 15 36 57 117 219 515 515
21 17 36 57 117 219 515 515
22 17 36 57 117 219 515 515
23 18 36 57 117 219 515 515
24 18 36 57 117 219 515 515
25 19 36 57 117 219 515 515
26 20 36 57 117 219 515 515
27 20 36 57 117 219 515 515
28 21 36 57 117 219 515 515
29 22 36 57 117 219 515 515
30 23 36 57 117 219 515 515

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 90 113 182 295 590 1 367
2 74 87 110 179 292 587 1103
3 78 92 114 176 291 586 899
4 77 92 115 177 288 584 744
5 77 93 118 178 286 582 625
6 77 94 120 181 285 580 580
7 76 94 120 182 283 578 578
8 75 94 119 180 282 577 577
9 74 94 118 179 281 577 577
10 72 92 115 175 278 573 573
11 70 91 113 173 275 571 571
12 69 90 112 172 274 570 570
13 69 90 111 171 273 569 569
14 69 90 111 171 273 569 569
15 68 90 111 171 273 568 568
16 68 89 110 170 272 568 568
17 67 89 110 170 272 568 568
18 67 88 109 169 271 567 567
19 66 88 109 169 271 566 566
20 66 87 108 168 270 566 566
21 65 86 107 168 270 565 565
22 64 86 107 167 269 564 564
23 63 85 106 166 268 564 564
24 62 84 105 165 267 563 563
25 61 83 104 164 266 562 562
26 60 82 103 163 265 561 561
27 59 81 102 162 264 560 560
28 58 80 101 161 263 558 558
29 57 79 100 160 262 557 557
30 56 78 99 159 261 556 556

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 11 23 47 116 228 524 1 272
2 12 25 48 117 230 525 1 020
3 14 28 50 113 227 523 829
4 16 31 54 115 227 522 685
5 18 34 59 119 227 522 575
6 19 36 62 124 227 522 522
7 20 38 64 126 226 522 522
8 19 38 63 124 226 522 522
9 19 39 63 123 226 521 521
10 19 39 63 123 225 521 521
11 20 40 63 123 225 521 521
12 20 41 63 123 225 521 521
13 20 42 63 123 225 521 521
14 21 42 63 123 225 521 521
15 21 42 63 123 225 521 521
16 21 42 63 123 225 521 521
17 21 42 63 123 225 521 521
18 21 42 63 123 225 521 521
19 21 43 64 124 226 521 521
20 22 43 64 124 226 522 522
21 22 43 64 125 227 522 522
22 22 44 65 125 227 522 522
23 22 44 65 125 227 523 523
24 22 44 65 125 227 523 523
25 22 44 65 125 227 523 523
26 22 44 65 125 227 523 523
27 22 44 65 125 227 523 523
28 22 44 65 125 227 522 522
29 22 44 65 125 227 522 522
30 23 43 64 125 227 522 522

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 46 59 82 151 264 559 1 241
2 50 63 86 155 267 563 1002
3 55 69 91 153 268 563 819
4 58 74 96 158 269 565 679
5 61 77 102 162 270 565 572
6 62 79 105 167 270 566 566
7 63 81 107 169 270 565 565
8 62 81 106 167 269 564 564
9 61 81 105 166 268 563 563
10 61 81 104 164 267 562 562
11 60 81 103 163 265 561 561
12 59 80 102 162 264 560 560
13 58 80 101 161 263 559 559
14 57 79 100 160 262 558 558
15 56 78 99 159 261 557 557
16 56 77 98 158 260 556 556
17 55 76 97 158 260 555 555
18 54 76 97 157 259 555 555
19 54 75 96 157 259 554 554
20 54 75 96 156 258 554 554
21 53 74 95 155 258 553 553
22 52 74 95 155 257 552 552
23 52 73 94 154 256 552 552
24 51 72 93 153 255 551 551
25 50 71 92 152 255 550 550
26 49 71 92 152 254 549 549
27 48 70 91 151 253 549 549
28 48 69 90 150 252 548 548
29 47 68 89 149 251 547 547
30 46 67 88 148 251 546 546

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 42 111 223 519 1 240
2 6 19 42 111 223 519 999
3 7 21 43 105 220 515 814
4 8 23 46 107 219 514 673
5 9 26 51 111 218 514 565
6 10 28 54 115 218 514 514
7 12 30 56 118 218 514 514
8 12 31 56 117 218 514 514
9 12 31 56 116 218 514 514
10 12 33 56 116 218 514 514
11 13 34 56 116 218 514 514
12 13 34 56 116 218 514 514
13 14 35 56 116 218 514 514
14 14 35 56 116 218 514 514
15 14 35 56 116 218 514 514
16 14 35 56 116 218 514 514
17 14 35 56 116 218 514 514
18 14 35 56 116 218 514 514
19 15 35 56 116 218 514 514
20 15 35 56 116 218 514 514
21 17 35 56 116 218 514 514
22 17 35 56 116 218 514 514
23 18 35 56 116 218 514 514
24 18 35 56 116 219 514 514
25 19 35 56 116 219 514 514
26 20 35 56 117 219 514 514
27 20 35 56 117 219 514 514
28 21 35 56 117 219 514 514
29 22 35 56 117 219 514 514
30 23 35 56 117 219 514 514

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 52 141 242 538 1 275
2 8 24 52 141 242 538 1 023
3 9 26 52 129 238 534 831
4 10 28 54 120 237 532 686
5 12 30 56 110 235 531 575
6 14 33 59 104 234 530 530
7 16 36 60 98 233 529 529
8 18 38 59 91 232 528 528
9 20 44 62 86 231 527 527
10 20 44 60 84 230 526 526
11 19 43 59 84 230 525 525
12 18 43 60 86 229 524 524
13 18 43 60 86 228 524 524
14 19 43 60 86 227 523 523
15 19 43 60 86 227 522 522
16 19 43 60 86 225 521 521
17 19 43 60 86 224 520 520
18 19 43 60 86 224 520 520
19 19 43 60 86 224 519 519
20 19 43 60 86 224 520 520
21 19 43 60 86 224 520 520
22 19 43 60 86 224 520 520
23 19 43 60 86 223 519 519
24 19 43 60 86 223 518 518
25 19 43 60 86 222 518 518
26 20 43 60 86 222 517 517
27 20 43 60 86 221 517 517
28 21 43 60 86 220 516 516
29 22 43 60 86 220 516 516
30 23 43 60 86 219 515 515

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 97 120 189 302 597 1 386
2 83 96 119 188 300 596 1 122
3 83 97 119 181 296 591 913
4 82 97 120 182 293 588 752
5 81 97 122 182 290 586 629
6 81 98 124 185 289 584 584
7 80 98 124 186 286 582 582
8 77 96 121 183 284 580 580
9 76 95 119 180 282 578 578
10 75 95 118 179 281 576 576
11 74 95 117 177 279 575 575
12 73 94 116 176 278 574 574
13 72 93 114 174 276 572 572
14 71 92 113 173 275 571 571
15 69 91 112 172 274 569 569
16 68 90 111 171 273 568 568
17 67 89 110 170 272 567 567
18 66 88 109 169 271 566 566
19 65 87 108 168 270 566 566
20 65 86 107 167 269 565 565
21 64 85 106 166 268 564 564
22 63 84 105 165 267 563 563
23 62 83 104 164 266 562 562
24 61 82 103 163 265 561 561
25 59 81 102 162 264 560 560
26 58 80 101 161 263 559 559
27 57 79 100 160 262 557 557
28 56 78 99 159 261 556 556
29 55 77 98 158 260 555 555
30 54 76 97 157 259 554 554

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 93 162 274 570 1 364
2 56 69 92 161 274 569 1 098
3 57 71 93 155 269 565 892
4 57 72 95 156 268 563 736
5 57 73 98 158 266 562 616
6 57 74 100 161 264 560 560
7 56 74 100 162 263 559 559
8 55 74 99 160 262 557 557
9 54 73 98 158 260 556 556
10 53 73 97 157 259 555 555
11 53 74 96 156 258 554 554
12 53 74 96 156 258 553 553
13 52 74 95 155 257 553 553
14 52 73 94 154 256 552 552
15 51 73 94 154 256 552 552
16 50 72 93 153 255 551 551
17 50 71 92 153 255 550 550
18 49 71 92 152 254 550 550
19 49 70 91 152 254 549 549
20 49 70 91 151 253 549 549
21 49 70 91 151 253 549 549
22 48 70 91 151 253 548 548
23 48 69 90 150 252 548 548
24 47 68 89 150 252 547 547
25 46 68 89 149 251 546 546
26 46 67 88 148 250 546 546
27 45 66 87 147 249 545 545
28 44 66 87 147 249 544 544
29 44 65 86 146 248 544 544
30 43 64 85 145 247 543 543

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 32 44 67 137 249 545 1 287
2 32 45 68 137 250 545 1 031
3 33 47 69 131 245 541 838
4 33 48 71 132 244 539 692
5 34 50 75 135 243 538 580
6 34 51 77 139 242 538 538
7 34 52 78 140 241 537 537
8 33 52 78 139 240 536 536
9 33 52 77 137 240 535 535
10 33 53 76 137 239 535 535
11 33 53 76 136 238 534 534
12 32 54 75 136 238 533 533
13 32 53 75 135 237 533 533
14 32 53 74 134 236 532 532
15 31 53 74 134 236 531 531
16 30 52 73 133 235 531 531
17 30 52 73 133 235 530 530
18 30 51 72 132 234 530 530
19 30 51 72 132 234 530 530
20 30 51 72 132 234 530 530
21 30 51 72 132 234 530 530
22 30 51 72 132 234 530 530
23 30 51 72 132 234 530 530
24 29 51 72 132 234 530 530
25 29 51 72 132 234 529 529
26 29 50 71 131 233 529 529
27 29 50 71 131 233 529 529
28 28 50 71 131 233 528 528
29 28 49 70 130 233 528 528
30 28 49 70 130 232 528 528

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 93 206 501 1 221
2 1 5 25 94 207 502 981
3 2 5 27 89 203 499 798
4 2 7 29 91 202 498 660
5 4 9 34 94 202 498 555
6 4 11 38 99 202 498 498
7 5 14 39 102 202 498 498
8 7 14 39 100 202 498 498
9 7 15 39 100 202 498 498
10 8 16 40 100 202 498 498
11 9 18 41 101 203 499 499
12 9 18 40 100 202 497 497
13 10 19 40 101 203 498 498
14 11 19 40 100 202 498 498
15 12 18 39 99 201 497 497
16 13 17 38 98 200 496 496
17 13 17 38 98 200 496 496
18 14 17 38 98 200 496 496
19 14 18 39 99 201 496 496
20 15 18 39 99 201 497 497
21 16 19 39 100 202 497 497
22 17 20 39 100 202 497 497
23 18 21 39 99 202 497 497
24 18 21 39 99 201 497 497
25 19 22 39 99 201 497 497
26 19 23 39 99 201 497 497
27 20 23 39 99 201 496 496
28 20 25 40 99 201 496 496
29 21 25 41 99 201 496 496
30 23 26 42 99 201 496 496

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 81 150 263 558 1 290
2 45 58 81 150 263 558 1 038
3 46 60 82 144 259 554 845
4 47 62 84 146 257 553 698
5 47 63 88 148 256 552 585
6 47 64 91 152 255 551 551
7 48 66 92 154 254 550 550
8 47 65 91 152 253 549 549
9 46 65 90 150 253 548 548
10 46 66 89 150 252 547 547
11 46 66 89 149 251 547 547
12 45 66 88 148 250 546 546
13 45 66 88 148 250 545 545
14 45 66 87 147 249 545 545
15 44 65 86 147 249 544 544
16 43 65 86 146 248 543 543
17 43 64 85 145 247 543 543
18 42 64 85 145 247 542 542
19 42 63 84 144 246 542 542
20 42 63 84 144 246 542 542
21 41 63 84 144 246 542 542
22 41 62 83 143 245 541 541
23 40 62 83 143 245 541 541
24 40 61 82 142 244 540 540
25 39 60 81 142 244 539 539
26 38 60 81 141 243 538 538
27 38 59 80 140 242 538 538
28 37 58 79 139 241 537 537
29 36 57 78 139 241 536 536
30 35 57 78 138 240 536 536

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 54 123 235 531 1 247
2 21 34 57 126 239 534 1006
3 25 39 61 123 238 533 821
4 29 44 66 128 239 535 680
5 31 48 73 133 241 536 571
6 31 48 74 136 239 534 534
7 35 53 79 141 242 538 538
8 34 53 78 139 241 537 537
9 35 55 79 140 242 537 537
10 37 57 81 141 243 539 539
11 38 59 82 142 244 540 540
12 40 61 82 143 245 540 540
13 40 62 83 143 245 541 541
14 41 62 83 143 245 541 541
15 41 62 83 143 246 541 541
16 41 62 83 143 245 541 541
17 41 62 83 143 245 541 541
18 40 61 82 143 245 540 540
19 40 61 82 142 244 540 540
20 40 61 82 142 244 540 540
21 40 61 82 142 244 540 540
22 40 61 82 142 244 540 540
23 39 61 82 142 244 539 539
24 39 60 81 141 243 539 539
25 38 60 81 141 243 539 539
26 38 59 80 140 242 538 538
27 37 59 80 140 242 538 538
28 37 58 79 139 241 537 537
29 36 58 79 139 241 536 536
30 36 57 78 138 240 536 536

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 18 31 54 123 235 531 1 292
2 19 32 55 124 237 532 1 036
3 21 35 57 119 234 529 841
4 23 38 60 122 233 529 694
5 24 40 65 125 233 529 582
6 25 42 69 130 233 529 529
7 26 44 70 132 233 529 529
8 26 45 70 131 233 529 529
9 26 46 70 131 233 529 529
10 27 47 71 131 233 529 529
11 28 48 71 131 233 529 529
12 28 49 71 131 233 529 529
13 29 50 71 131 233 529 529
14 29 50 71 131 233 529 529
15 29 50 71 131 233 529 529
16 29 50 71 131 233 529 529
17 29 50 71 131 233 529 529
18 29 50 71 131 233 529 529
19 28 50 71 131 233 529 529
20 29 50 71 131 233 529 529
21 28 50 71 131 233 529 529
22 28 50 71 131 233 528 528
23 28 49 70 130 232 528 528
24 27 49 70 130 232 527 527
25 27 48 69 129 231 527 527
26 26 48 69 129 231 527 527
27 26 47 68 128 230 526 526
28 26 47 68 128 230 526 526
29 25 47 67 128 230 525 525
30 25 46 67 127 229 525 525

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 64 87 156 269 564 1 398
2 54 67 90 159 272 567 1103
3 58 72 94 156 271 566 889
4 60 75 98 160 271 566 732
5 62 79 104 164 271 567 613
6 64 81 108 169 272 568 568
7 65 83 109 171 272 568 568
8 65 84 109 170 272 567 567
9 65 85 109 170 272 567 567
10 66 86 109 170 272 567 567
11 66 87 109 169 271 567 567
12 66 87 109 169 271 567 567
13 65 87 108 168 270 566 566
14 65 86 107 167 269 565 565
15 64 86 106 167 269 564 564
16 63 85 106 166 268 564 564
17 63 84 105 165 267 563 563
18 62 84 105 165 267 562 562
19 62 83 104 164 266 562 562
20 61 82 103 163 266 561 561
21 60 82 103 163 265 560 560
22 59 81 102 162 264 560 560
23 59 80 101 161 263 559 559
24 58 79 100 160 262 558 558
25 57 78 99 159 261 557 557
26 56 77 98 158 260 556 556
27 55 76 97 157 259 555 555
28 54 75 96 156 258 554 554
29 53 74 95 155 257 553 553
30 52 73 94 155 257 552 552

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 82 95 118 187 299 595 1 411
2 87 100 123 192 304 600 1 138
3 89 103 125 187 302 597 930
4 90 106 128 190 301 597 771
5 94 110 135 195 303 599 649
6 96 113 139 201 304 600 600
7 98 116 142 204 305 600 600
8 99 118 143 204 306 602 602
9 100 120 144 205 307 602 602
10 101 121 145 205 307 603 603
11 101 122 145 205 307 602 602
12 101 122 144 204 306 602 602
13 100 121 143 203 305 600 600
14 99 120 141 202 304 599 599
15 98 119 140 200 302 598 598
16 96 118 139 199 301 596 596
17 95 116 137 197 300 595 595
18 94 115 136 196 298 594 594
19 92 114 135 195 297 592 592
20 91 112 133 193 296 591 591
21 89 111 132 192 294 590 590
22 88 109 130 190 293 588 588
23 86 108 129 189 291 586 586
24 85 106 127 187 289 585 585
25 83 104 125 186 288 583 583
26 81 103 124 184 286 581 581
27 80 101 122 182 284 580 580
28 78 99 120 181 283 578 578
29 77 98 119 179 281 577 577
30 75 96 117 177 279 575 575

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 12 25 48 117 229 525 1 281
2 15 27 51 120 232 528 1 029
3 18 32 54 116 231 526 836
4 21 36 58 120 231 527 691
5 23 39 64 124 232 528 579
6 25 42 68 129 233 528 528
7 26 44 70 132 233 528 528
8 26 45 70 131 233 528 528
9 26 46 70 131 233 528 528
10 27 47 70 131 233 528 528
11 27 48 70 131 233 528 528
12 27 48 70 130 232 528 528
13 27 48 70 130 232 527 527
14 27 48 69 129 231 527 527
15 26 47 68 128 231 526 526
16 25 47 68 128 230 525 525
17 25 46 67 127 230 525 525
18 25 46 67 127 229 525 525
19 25 46 67 127 229 525 525
20 25 46 67 127 229 525 525
21 25 46 67 127 229 525 525
22 25 46 67 127 229 525 525
23 25 46 67 127 229 525 525
24 25 46 67 127 229 525 525
25 25 46 67 127 229 525 525
26 24 46 67 127 229 524 524
27 24 46 66 127 229 524 524
28 24 45 66 126 228 524 524
29 24 45 66 126 228 524 524
30 23 45 66 126 228 524 524

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 95 108 131 200 312 608 1 349
2 96 109 132 201 313 609 1 087
3 97 111 134 196 310 606 886
4 99 114 137 198 310 605 733
5 100 117 142 202 310 605 616
6 101 118 145 206 309 605 605
7 102 120 146 208 309 604 604
8 102 121 146 207 309 604 604
9 101 121 145 206 308 604 604
10 100 121 144 204 307 602 602
11 99 120 143 203 305 601 601
12 98 119 141 201 303 599 599
13 97 118 139 200 302 597 597
14 95 117 138 198 300 595 595
15 94 115 136 196 298 594 594
16 92 113 134 194 296 592 592
17 90 112 133 193 295 590 590
18 89 110 131 191 293 589 589
19 87 109 130 190 292 588 588
20 86 108 129 189 291 587 587
21 85 107 128 188 290 585 585
22 84 106 127 187 289 584 584
23 83 104 125 185 288 583 583
24 82 103 124 184 286 582 582
25 80 102 123 183 285 581 581
26 79 101 122 182 284 579 579
27 78 99 120 181 283 578 578
28 77 98 119 179 281 577 577
29 76 97 118 178 280 576 576
30 75 96 117 177 279 575 575

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
1 314 327 350 419 531 827 1 420
2 86 99 122 191 304 599 1 138
3 90 104 126 188 303 598 922
4 93 108 131 192 304 599 760
5 95 112 137 197 305 600 637
6 97 114 141 202 305 601 601
7 99 117 143 205 306 601 601
8 99 118 143 205 306 602 602
9 100 119 144 204 307 602 602
10 100 120 144 204 306 602 602
11 101 121 144 204 306 602 602
12 101 122 144 204 306 602 602
13 102 123 145 205 307 602 602
14 103 124 145 205 307 603 603
15 103 125 146 206 308 604 604
16 104 126 147 207 309 604 604
17 105 127 148 208 310 605 605
18 106 128 149 209 311 606 606
19 107 128 149 209 311 607 607
20 107 129 150 210 312 608 608
21 107 129 150 210 312 608 608
22 107 128 149 210 312 607 607
23 106 128 149 209 311 606 606
24 105 127 148 208 310 606 606
25 104 126 147 207 309 604 604
26 103 124 145 205 308 603 603
27 102 123 144 204 306 602 602
28 100 122 143 203 305 600 600
29 99 120 141 201 303 599 599
30 97 119 140 200 302 597 597

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 35 104 217 512 1 241
2 1 12 35 104 217 512 994
3 2 14 36 98 213 508 808
4 2 16 38 100 211 507 668
5 4 17 42 102 210 506 560
6 4 19 45 106 209 505 505
7 5 20 46 108 209 504 504
8 7 20 45 106 208 504 504
9 7 20 44 105 207 503 503
10 8 21 44 104 206 502 502
11 9 21 44 104 206 502 502
12 9 22 44 104 206 502 502
13 10 23 44 104 206 502 502
14 11 23 44 105 207 502 502
15 12 24 45 105 207 503 503
16 13 24 45 105 207 503 503
17 13 24 45 106 208 503 503
18 14 25 46 106 208 504 504
19 15 26 47 107 209 504 504
20 15 27 48 108 210 505 505
21 17 27 48 109 211 506 506
22 17 28 49 109 211 507 507
23 18 29 50 110 212 507 507
24 18 29 50 110 212 508 508
25 19 29 50 111 213 508 508
26 20 30 51 111 213 508 508
27 20 30 51 111 213 509 509
28 21 30 51 111 213 509 509
29 22 31 51 112 214 509 509
30 23 31 52 112 214 509 509

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 87 156 269 564 1301
2 52 65 88 157 270 565 1 045
3 53 67 89 151 266 561 849
4 54 69 91 153 264 560 701
5 54 71 95 156 263 559 588
6 55 72 98 160 263 559 559
7 55 73 99 161 262 557 557
8 54 73 99 160 261 557 557
9 54 74 98 158 261 556 556
10 53 73 97 157 259 555 555
11 53 73 96 156 258 554 554
12 52 73 94 155 257 552 552
13 51 72 93 153 255 551 551
14 49 71 92 152 254 550 550
15 48 70 91 151 253 548 548
16 47 68 89 149 251 547 547
17 46 67 88 148 250 546 546
18 45 66 87 147 249 545 545
19 44 66 87 147 249 544 544
20 44 65 86 146 248 544 544
21 43 65 86 146 248 543 543
22 43 64 85 145 247 543 543
23 42 63 84 144 246 542 542
24 41 63 84 144 246 541 541
25 41 62 83 143 245 541 541
26 40 61 82 142 244 540 540
27 39 61 82 142 244 539 539
28 38 60 81 141 243 539 539
29 38 59 80 140 242 538 538
30 37 59 80 140 242 537 537

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
1 114 127 150 219 332 627 1 353
2 116 129 152 221 333 629 1 096
3 119 133 155 217 331 627 895
4 121 136 159 220 332 627 742
5 123 139 164 224 332 628 628
6 125 142 168 229 333 628 628
7 126 144 170 232 333 628 628
8 126 144 170 231 332 628 628
9 125 145 169 230 332 628 628
10 125 146 169 229 331 627 627
11 125 146 168 229 331 626 626
12 124 145 167 227 329 625 625
13 123 144 165 226 328 623 623
14 121 143 164 224 326 622 622
15 120 141 162 222 324 620 620
16 117 139 160 220 322 617 617
17 115 137 158 218 320 616 616
18 113 135 156 216 318 614 614
19 112 133 154 214 316 612 612
20 110 131 152 212 314 610 610
21 108 130 151 211 313 608 608
22 106 128 149 209 311 607 607
23 105 126 147 207 309 605 605
24 103 124 145 205 307 603 603
25 101 122 143 203 305 601 601
26 99 120 141 201 304 599 599
27 97 119 140 200 302 597 597
28 95 117 138 198 300 596 596
29 94 115 136 196 298 594 594
30 92 114 134 195 297 592 592

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
1 167 180 203 272 384 680 1 494
2 176 189 212 281 394 689 1 187
3 182 196 218 280 395 690 963
4 185 200 222 284 395 691 795
5 187 203 228 288 396 691 691
6 187 204 230 292 395 690 690
7 187 205 231 293 394 689 689
8 186 205 230 291 393 688 688
9 185 204 229 289 391 687 687
10 184 204 228 288 390 686 686
11 183 204 226 287 389 684 684
12 181 202 224 284 386 682 682
13 179 200 222 282 384 679 679
14 176 198 219 279 381 676 676
15 173 195 216 276 378 673 673
16 170 192 213 273 375 671 671
17 167 189 210 270 372 668 668
18 164 186 207 267 369 665 665
19 162 183 204 264 366 662 662
20 159 180 201 261 363 659 659
21 156 177 198 258 360 656 656
22 153 174 195 255 357 653 653
23 150 171 192 252 354 650 650
24 146 168 189 249 351 647 647
25 143 165 186 246 348 644 644
26 140 162 183 243 345 641 641
27 138 159 180 240 342 638 638
28 135 156 177 237 339 635 635
29 132 153 174 234 336 632 632
30 129 151 172 232 334 629 629

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 33 45 68 138 250 546 1 267
2 33 46 69 138 251 546 1 017
3 35 49 71 133 247 543 827
4 36 51 73 135 246 542 684
5 37 53 78 138 246 541 574
6 37 54 80 142 245 541 541
7 37 56 82 144 244 540 540
8 36 55 80 142 243 539 539
9 36 55 80 140 242 538 538
10 36 56 79 139 242 537 537
11 36 56 79 139 241 537 537
12 35 56 78 138 240 536 536
13 35 56 78 138 240 536 536
14 35 56 77 137 240 535 535
15 35 56 77 137 239 535 535
16 35 56 77 137 239 535 535
17 35 56 77 137 239 535 535
18 35 56 77 137 239 535 535
19 35 56 77 137 239 535 535
20 35 56 77 137 239 535 535
21 35 56 77 137 239 535 535
22 35 56 77 137 239 535 535
23 35 56 77 137 239 535 535
24 34 56 77 137 239 535 535
25 34 55 76 137 239 534 534
26 34 55 76 136 238 534 534
27 33 55 76 136 238 534 534
28 33 54 75 136 238 533 533
29 33 54 75 135 237 533 533
30 32 54 75 135 237 532 532

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 30 43 66 135 247 543 1 284
2 31 44 67 136 249 544 1 033
3 34 48 70 132 247 542 842
4 36 51 74 136 247 543 697
5 39 55 80 140 248 543 586
6 40 57 83 145 248 544 544
7 42 60 86 148 248 544 544
8 42 61 86 147 249 544 544
9 42 62 86 146 249 544 544
10 43 63 87 147 249 545 545
11 44 65 87 147 250 545 545
12 45 66 87 148 250 545 545
13 45 66 87 148 250 545 545
14 45 66 87 148 250 545 545
15 45 66 87 147 250 545 545
16 45 66 87 147 249 545 545
17 45 66 87 147 249 545 545
18 45 66 87 147 249 545 545
19 45 66 87 148 250 545 545
20 45 67 88 148 250 545 545
21 45 67 88 148 250 546 546
22 45 67 88 148 250 545 545
23 45 66 87 148 250 545 545
24 45 66 87 147 249 545 545
25 44 66 87 147 249 544 544
26 44 65 86 146 248 544 544
27 43 65 85 146 248 543 543
28 43 64 85 145 247 543 543
29 42 63 84 144 246 542 542
30 41 63 84 144 246 541 541

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
1 127 140 163 232 345 640 1 450
2 126 139 162 231 343 639 1 143
3 126 140 162 224 339 634 922
4 127 142 164 226 337 633 759
5 127 143 168 228 336 632 635
6 127 144 170 232 335 630 630
7 127 145 171 233 334 629 629
8 126 145 170 231 333 629 629
9 125 145 169 230 332 627 627
10 125 145 169 229 331 627 627
11 125 146 168 229 331 626 626
12 124 145 167 227 329 625 625
13 123 145 166 226 328 624 624
14 122 144 165 225 327 623 623
15 120 142 163 223 325 621 621
16 118 140 161 221 323 619 619
17 116 137 158 218 320 616 616
18 114 135 156 216 318 614 614
19 112 133 154 214 316 612 612
20 110 131 152 212 314 610 610
21 107 129 150 210 312 608 608
22 105 127 148 208 310 605 605
23 103 124 145 206 308 603 603
24 101 122 143 203 305 601 601
25 99 120 141 201 303 599 599
26 96 118 139 199 301 597 597
27 94 116 137 197 299 595 595
28 92 114 135 195 297 592 592
29 90 112 133 193 295 590 590
30 88 110 131 191 293 589 589

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 1 14 37 106 218 514 1 277
2 3 15 39 108 220 516 1 025
3 5 19 41 103 218 513 834
4 7 22 45 107 218 514 689
5 10 26 51 111 219 514 578
6 11 28 54 116 219 515 515
7 13 31 57 119 219 515 515
8 13 31 57 118 219 515 515
9 13 32 56 117 219 515 515
10 13 33 57 117 219 515 515
11 13 34 57 117 219 514 514
12 13 34 56 116 219 514 514
13 13 35 56 116 218 514 514
14 13 35 56 116 218 514 514
15 13 35 56 116 218 513 513
16 13 34 55 115 217 513 513
17 14 34 55 115 218 513 513
18 14 34 55 116 218 513 513
19 15 35 56 116 218 513 513
20 16 35 56 116 218 514 514
21 17 35 56 117 219 514 514
22 18 36 57 117 219 515 515
23 18 36 57 117 219 515 515
24 19 36 57 117 219 515 515
25 19 36 57 117 219 515 515
26 20 36 57 117 219 515 515
27 20 36 57 118 220 515 515
28 22 36 57 118 220 515 515
29 22 36 57 118 220 515 515
30 23 37 57 118 220 515 515

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 72 141 253 549 1 287
2 36 49 72 141 254 549 1 035
3 36 50 72 135 249 545 842
4 37 52 74 136 247 543 695
5 37 53 78 138 246 542 582
6 39 56 82 144 247 543 543
7 37 55 81 143 244 539 539
8 40 59 84 145 247 542 542
9 39 59 83 144 246 541 541
10 35 55 78 138 241 536 536
11 31 52 74 134 236 532 532
12 28 49 71 131 233 529 529
13 26 47 69 129 231 526 526
14 24 46 67 127 229 525 525
15 23 44 65 125 228 523 523
16 22 43 64 124 226 522 522
17 21 42 63 123 225 521 521
18 20 41 62 123 225 520 520
19 20 41 62 122 224 520 520
20 20 41 62 122 224 520 520
21 20 41 62 122 224 520 520
22 20 41 62 122 224 520 520
23 20 41 62 122 224 520 520
24 19 41 62 122 224 520 520
25 19 41 62 122 224 519 519
26 20 41 62 122 224 519 519
27 20 40 61 122 224 519 519
28 21 40 61 121 223 519 519
29 22 40 61 121 223 519 519
30 23 40 61 121 223 519 519

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
1 210 223 246 315 427 723 1702
2 207 220 243 312 424 720 1 397
3 204 218 240 302 416 712 1 150
4 200 215 238 300 411 706 952
5 197 213 238 298 406 701 794
6 193 210 236 298 401 697 697
7 190 208 234 296 396 692 692
8 185 204 229 290 392 688 688
9 181 200 225 285 388 683 683
10 177 197 221 281 383 679 679
11 173 194 217 277 379 675 675
12 170 191 213 273 375 670 670
13 166 187 208 269 371 666 666
14 162 183 204 265 367 662 662
15 158 180 201 261 363 659 659
16 155 176 197 257 359 655 655
17 151 173 194 254 356 652 652
18 148 170 191 251 353 648 648
19 145 167 188 248 350 645 645
20 142 164 185 245 347 643 643
21 139 161 182 242 344 640 640
22 137 158 179 239 341 637 637
23 134 155 176 236 338 634 634
24 131 152 173 233 335 631 631
25 128 149 170 231 333 628 628
26 125 147 168 228 330 626 626
27 123 144 165 225 327 623 623
28 120 142 163 223 325 620 620
29 118 139 160 220 322 618 618
30 116 137 158 218 320 616 616

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 8 25 48 101 234 530 1 289
2 8 25 48 101 234 530 1 033
3 10 28 50 97 232 528 838
4 12 32 54 95 232 528 691
5 16 38 59 98 233 529 579
6 18 42 63 95 234 529 529
7 19 44 63 89 234 530 530
8 18 43 62 89 234 530 530
9 19 45 64 93 234 530 530
10 21 48 67 96 234 530 530
11 23 50 68 99 234 530 530
12 24 52 69 100 234 530 530
13 26 54 70 100 234 530 530
14 26 54 71 100 234 530 530
15 26 55 71 100 234 530 530
16 26 55 71 100 234 529 529
17 26 55 71 100 234 529 529
18 26 55 71 100 234 529 529
19 26 55 71 100 234 530 530
20 26 55 71 100 234 530 530
21 26 55 71 100 234 530 530
22 26 55 71 100 234 530 530
23 26 55 71 100 234 530 530
24 26 55 71 100 234 530 530
25 26 55 71 100 234 530 530
26 26 55 71 100 234 529 529
27 26 55 71 100 233 529 529
28 26 55 71 100 233 529 529
29 26 55 71 100 233 528 528
30 26 55 71 100 232 528 528

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 84 197 492 1 223
2 1 5 14 83 195 491 980
3 2 5 14 76 190 486 796
4 2 6 15 77 188 484 657
5 4 6 19 79 187 483 551
6 4 7 22 84 187 482 482
7 5 9 24 86 186 482 482
8 7 9 24 85 186 482 482
9 7 10 23 84 186 482 482
10 8 10 24 84 186 482 482
11 8 11 24 84 186 482 482
12 9 13 24 85 187 482 482
13 10 13 24 85 187 482 482
14 11 14 25 85 187 483 483
15 12 14 25 85 187 483 483
16 13 15 26 85 187 483 483
17 13 16 27 86 188 483 483
18 14 17 28 86 188 484 484
19 14 18 30 87 189 484 484
20 15 18 31 87 189 485 485
21 16 19 32 88 190 485 485
22 17 20 33 88 190 486 486
23 18 21 34 88 190 486 486
24 18 21 36 88 190 486 486
25 19 22 37 88 190 486 486
26 19 22 38 88 190 486 486
27 20 23 39 88 190 486 486
28 20 25 40 88 190 486 486
29 21 25 41 88 190 486 486
30 22 26 42 88 190 486 486

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 42 159 297 3 056
2 2 14 21 42 159 340 2 295
3 2 15 23 47 154 355 1 739
4 2 16 26 50 152 356 1 347
5 3 18 29 52 152 348 1 070
6 4 20 31 55 152 335 869
7 6 22 33 57 152 320 719
8 6 23 34 60 152 303 605
9 6 24 36 63 152 286 516
10 6 25 37 65 152 269 444
11 7 25 38 66 152 253 386
12 7 26 38 66 152 245 338
13 7 26 38 66 152 245 298
14 7 26 38 66 152 245 264
15 7 26 40 66 152 245 245
16 7 26 42 66 152 245 245
17 7 26 44 66 152 245 245
18 7 26 47 66 152 245 245
19 7 26 50 66 152 245 245
20 7 26 51 66 152 245 245
21 7 26 54 66 152 245 245
22 8 26 57 66 152 245 245
23 8 26 59 66 152 245 245
24 9 26 62 66 152 245 245
25 10 26 63 66 152 245 245
26 10 26 66 67 152 245 245
27 11 26 68 69 152 245 245
28 11 26 71 71 152 245 245
29 11 26 73 73 152 245 245
30 12 26 76 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 12 24 31 52 169 324 3 372
2 14 26 32 54 171 368 2511
3 14 27 35 58 166 382 1 889
4 13 27 37 62 163 380 1 454
5 14 29 40 63 163 369 1 148
6 14 30 41 66 162 354 929
7 15 32 43 67 161 337 766
8 15 32 43 69 160 319 643
9 14 32 44 71 160 300 547
10 14 33 45 73 159 282 470
11 14 33 45 73 159 265 408
12 13 32 45 72 158 252 357
13 13 32 44 72 158 251 314
14 12 31 44 71 157 251 278
15 12 31 43 71 157 250 250
16 12 30 44 70 156 250 250
17 11 30 47 70 156 250 250
18 11 30 49 70 156 249 249
19 11 30 51 70 156 250 250
20 12 31 54 71 157 250 250
21 12 31 57 71 157 250 250
22 12 31 59 71 157 250 250
23 12 31 61 71 157 250 250
24 12 31 63 71 157 250 250
25 12 31 66 71 157 250 250
26 12 31 68 71 157 250 250
27 12 31 71 72 157 250 250
28 12 31 73 74 157 250 250
29 12 31 77 76 157 250 250
30 12 31 79 78 157 250 250

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 20 42 159 296 3 056
2 2 14 20 42 159 340 2 294
3 2 14 23 46 154 355 1 738
4 2 15 26 50 151 356 1 347
5 3 17 29 52 151 348 1 069
6 4 20 31 55 151 335 869
7 5 22 33 57 151 319 719
8 6 23 34 60 151 303 605
9 6 24 36 63 151 286 515
10 6 25 37 65 151 269 444
11 7 25 38 65 151 253 386
12 7 25 38 66 151 245 338
13 7 26 38 66 151 245 298
14 7 26 38 66 151 245 264
15 7 26 40 66 151 245 245
16 7 26 42 66 151 245 245
17 7 26 44 66 151 245 245
18 7 26 47 66 151 245 245
19 7 26 50 66 151 245 245
20 7 26 51 66 151 245 245
21 7 26 54 66 151 245 245
22 8 26 57 66 151 245 245
23 8 26 59 66 151 245 245
24 8 26 62 66 151 245 245
25 10 26 63 66 151 245 245
26 10 26 66 67 151 245 245
27 11 26 68 69 151 245 245
28 11 26 71 71 151 245 245
29 11 26 73 73 151 245 245
30 12 26 76 75 151 245 245

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 91 112 230 326 3 386
2 70 82 88 109 227 373 2 546
3 72 85 93 117 224 391 1 933
4 70 84 94 119 220 392 1 498
5 69 84 96 119 218 384 1 189
6 69 85 96 121 217 369 964
7 69 86 96 121 215 352 797
8 68 86 97 122 214 333 669
9 68 86 97 124 213 314 569
10 65 83 96 123 210 303 489
11 63 81 94 122 208 301 424
12 62 80 93 121 206 300 371
13 61 80 92 120 206 299 326
14 61 79 92 120 205 299 299
15 60 79 92 119 205 299 299
16 60 79 91 119 205 298 298
17 60 78 91 118 204 298 298
18 59 78 90 118 204 297 297
19 58 77 90 117 203 297 297
20 58 77 89 117 203 296 296
21 57 76 88 116 202 295 295
22 56 75 88 115 201 295 295
23 56 74 87 114 200 294 294
24 55 73 86 113 199 293 293
25 54 72 85 112 198 292 292
26 53 71 84 111 197 291 291
27 52 70 83 110 196 290 290
28 50 69 82 109 195 289 289
29 49 68 81 108 194 288 288
30 48 67 82 107 193 287 287

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 46 163 304 3 138
2 8 20 26 47 165 346 2 344
3 8 21 30 53 161 361 1 773
4 9 23 33 57 159 362 1 373
5 10 25 36 60 159 353 1 089
6 12 27 39 63 159 340 884
7 13 30 40 65 159 324 731
8 12 30 41 67 158 307 614
9 12 30 42 69 158 289 523
10 12 31 43 71 158 272 450
11 13 31 44 71 157 256 391
12 13 31 44 72 157 251 342
13 13 31 44 72 157 251 302
14 13 32 44 72 157 251 267
15 13 32 44 72 158 251 251
16 13 31 44 72 157 251 251
17 13 32 45 72 158 251 251
18 13 32 47 72 158 251 251
19 13 32 50 72 158 251 251
20 14 33 53 73 159 252 252
21 14 33 55 73 159 252 252
22 14 33 57 73 159 253 253
23 15 33 59 73 159 253 253
24 15 33 62 74 159 253 253
25 15 33 65 74 159 253 253
26 15 33 67 73 159 253 253
27 14 33 69 73 159 253 253
28 14 33 72 73 159 252 252
29 14 33 74 75 159 252 252
30 14 33 77 76 159 252 252

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 54 60 82 199 296 3 056
2 46 58 64 85 203 340 2 299
3 49 62 70 94 201 357 1 748
4 51 65 75 100 201 359 1 359
5 53 68 79 103 202 352 1 082
6 55 71 82 106 202 340 881
7 56 73 83 108 202 325 731
8 55 73 84 109 201 309 617
9 55 73 84 111 200 294 527
10 54 72 85 112 199 292 455
11 53 72 84 112 198 291 396
12 52 70 83 111 196 290 347
13 51 69 82 110 195 289 306
14 50 68 81 108 194 288 288
15 49 67 80 108 193 287 287
16 48 67 79 107 193 286 286
17 47 66 78 106 192 285 285
18 47 65 78 106 191 285 285
19 46 65 77 105 191 284 284
20 46 64 77 105 190 284 284
21 45 64 76 104 190 283 283
22 44 63 76 103 189 283 283
23 44 62 75 103 188 282 282
24 43 62 74 102 188 281 281
25 42 61 73 101 187 280 280
26 41 60 72 100 186 279 279
27 40 59 72 99 185 279 279
28 40 58 73 99 184 278 278
29 39 58 76 98 184 277 277
30 38 57 78 97 183 276 276

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 41 158 296 3 054
2 1 13 20 41 158 339 2 293
3 1 14 22 46 153 355 1 737
4 1 15 25 49 151 356 1 346
5 2 17 28 51 151 348 1 069
6 3 19 30 54 151 335 868
7 5 22 32 57 151 319 719
8 5 22 33 59 151 303 604
9 5 23 35 62 151 286 515
10 6 24 36 64 151 269 444
11 6 25 37 65 151 253 386
12 6 25 37 65 151 244 338
13 6 25 37 65 151 244 298
14 6 25 37 65 151 244 264
15 6 25 40 65 151 244 244
16 6 25 42 65 151 244 244
17 6 25 44 65 151 244 244
18 6 25 47 65 151 244 244
19 7 25 50 65 151 244 244
20 7 25 51 65 151 244 244
21 7 25 54 65 151 244 244
22 8 25 57 65 151 244 244
23 8 25 59 65 151 244 244
24 8 25 61 65 151 244 244
25 10 25 63 65 151 244 244
26 10 25 66 67 151 244 244
27 11 25 68 69 151 244 244
28 11 25 71 71 151 244 244
29 11 25 73 73 151 244 244
30 12 26 76 75 151 244 244

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 44 177 304 3 145
2 0 11 22 44 177 347 2 352
3 1 11 23 49 172 362 1 777
4 1 13 26 54 169 362 1 374
5 1 16 28 58 168 353 1 089
6 2 18 32 59 167 339 883
7 3 21 36 59 166 323 730
8 6 24 37 59 164 306 613
9 8 30 41 58 164 288 522
10 11 34 42 57 163 271 449
11 10 33 41 57 162 255 390
12 9 32 41 57 161 254 341
13 8 31 42 57 160 254 300
14 8 31 42 58 160 253 266
15 8 31 43 58 159 252 252
16 8 31 43 58 158 251 251
17 8 31 44 58 157 250 250
18 8 31 47 58 156 250 250
19 8 31 50 58 156 250 250
20 8 31 51 58 156 250 250
21 8 31 54 58 156 250 250
22 8 31 57 60 156 250 250
23 9 31 59 62 156 249 249
24 9 31 62 63 155 248 248
25 10 31 64 65 154 248 248
26 10 31 67 67 154 247 247
27 11 31 69 69 153 247 247
28 11 31 72 71 153 246 246
29 11 31 74 73 152 246 246
30 12 31 76 75 152 245 245

3.9.   Romanian leu

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