Legalize
Legalize / European Union / Implementing Regulation

Commission Implementing Regulation (EU) 2022/2282 of 21 November 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2022 until 30 December 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 2022-11-22
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 22 0
2 0 0 36 5 0 37 0
3 0 0 41 5 0 42 0
4 0 1 44 5 2 43 0
5 0 3 48 5 3 46 0
6 0 4 50 5 5 49 0
7 1 5 53 5 8 50 0
8 2 6 54 4 10 50 0
9 2 7 56 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 0 357 4 14
2 0 0 0 0 223 4 20
3 0 0 0 0 199 4 22
4 1 0 0 0 174 4 23
5 3 0 0 0 160 4 24
6 4 0 0 0 157 4 25
7 5 0 0 0 155 4 26
8 6 0 1 0 159 3 27
9 7 0 2 0 161 1 28
10 7 0 3 0 163 4 28
Duration (in years) Italy Latvia Lithuania Luxembourg Malta Netherlands Poland
--- --- --- --- --- --- --- ---
1 6 4 4 0 14 0 4
2 14 9 10 0 20 0 4
3 18 12 13 0 22 0 4
4 21 14 15 0 23 0 4
5 23 16 18 0 24 0 4
6 25 17 19 0 25 0 4
7 27 19 21 0 26 0 4
8 28 20 22 0 27 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 22 9 11 16 4 0 0
2 37 15 14 19 10 0 0
3 42 18 16 23 13 0 0
4 43 19 17 27 15 0 0
5 46 20 18 30 18 0 0
6 49 21 20 33 19 0 0
7 50 22 21 35 21 0 0
8 50 24 22 36 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 14
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 40 0 10 0 0 10
8 7 39 0 10 0 0 10
9 5 36 0 10 1 0 10
10 5 38 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 12 14 0 4
5 0 2 0 12 15 0 4
6 0 5 0 14 15 0 4
7 0 7 0 16 15 0 4
8 0 11 0 18 15 0 4
9 0 16 0 19 15 0 4
10 0 16 0 20 15 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 42 111 224 517 1 273
2 7 19 42 111 224 517 1 024
3 8 22 44 105 220 513 833
4 9 24 46 108 219 512 688
5 10 26 51 111 219 512 577
6 11 28 55 116 219 512 512
7 12 31 57 118 219 512 512
8 12 31 56 117 219 512 512
9 13 32 56 117 219 512 512
10 13 33 57 117 219 512 512
11 14 34 57 117 219 512 512
12 14 35 57 117 219 512 512
13 15 36 57 117 219 512 512
14 15 36 57 117 219 512 512
15 15 36 57 117 219 512 512
16 15 36 57 117 219 512 512
17 15 36 57 117 219 512 512
18 15 36 57 117 219 512 512
19 15 36 57 117 219 512 512
20 15 36 57 117 219 512 512
21 17 36 57 117 219 512 512
22 18 36 57 117 219 512 512
23 18 36 57 117 219 512 512
24 19 36 57 117 219 512 512
25 19 36 57 117 219 512 512
26 20 36 57 117 219 512 512
27 20 36 57 117 219 512 512
28 21 36 57 117 219 512 512
29 22 36 57 117 219 512 512
30 23 36 57 117 219 512 512

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 30 53 122 235 528 1 361
2 19 32 55 123 236 529 1 087
3 20 34 56 118 233 526 879
4 21 36 59 120 232 524 722
5 22 38 63 123 231 524 603
6 22 39 65 126 230 523 523
7 22 40 66 128 229 522 522
8 22 40 66 126 229 521 521
9 21 41 65 125 228 521 521
10 21 41 65 125 227 520 520
11 21 42 65 124 227 520 520
12 21 42 64 124 226 519 519
13 21 42 63 123 226 518 518
14 21 42 63 123 225 518 518
15 20 41 62 122 225 518 518
16 20 41 62 122 224 517 517
17 19 41 62 122 224 517 517
18 19 41 62 122 224 517 517
19 20 41 62 122 224 517 517
20 20 41 62 122 225 517 517
21 20 42 63 122 225 518 518
22 20 42 63 123 225 518 518
23 20 42 63 123 225 518 518
24 20 42 63 123 225 518 518
25 20 42 63 123 225 518 518
26 20 42 63 123 225 518 518
27 22 42 63 122 225 518 518
28 22 42 63 122 225 518 518
29 23 41 62 122 225 518 518
30 23 41 62 122 225 517 517

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 42 111 224 517 1 272
2 6 19 42 111 224 517 1 024
3 7 21 43 105 220 513 832
4 9 24 46 108 219 512 688
5 10 26 51 111 219 512 577
6 11 28 54 116 219 512 512
7 12 30 56 118 219 512 512
8 12 31 56 117 219 512 512
9 12 32 56 117 219 512 512
10 13 33 57 117 219 512 512
11 14 34 57 117 219 512 512
12 14 35 57 117 219 512 512
13 14 36 57 117 219 512 512
14 15 36 57 117 219 512 512
15 15 36 57 117 219 512 512
16 15 36 57 117 219 512 512
17 15 36 57 117 219 512 512
18 15 36 57 117 219 512 512
19 15 36 57 117 219 512 512
20 15 36 57 117 219 512 512
21 17 36 57 117 219 512 512
22 18 36 57 117 219 512 512
23 18 36 57 117 219 512 512
24 19 36 57 117 219 512 512
25 19 36 57 117 219 512 512
26 20 36 57 117 219 512 512
27 20 36 57 117 219 512 512
28 21 36 57 117 219 512 512
29 22 36 57 117 219 512 512
30 23 36 57 117 219 512 512

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 78 91 113 182 295 588 1 486
2 75 88 110 179 292 585 1 185
3 78 92 114 176 291 584 956
4 78 93 115 177 289 581 784
5 78 94 119 178 287 579 653
6 77 94 120 181 285 578 578
7 76 95 121 182 283 576 576
8 75 94 119 180 282 575 575
9 75 94 119 179 281 574 574
10 72 92 116 175 278 571 571
11 70 91 113 173 276 569 569
12 69 90 112 172 275 567 567
13 69 90 112 171 274 567 567
14 69 90 111 171 273 566 566
15 69 90 111 171 273 566 566
16 68 89 110 170 273 566 566
17 68 89 110 170 272 565 565
18 67 89 110 169 272 565 565
19 67 88 109 169 271 564 564
20 66 87 108 168 271 564 564
21 65 87 108 168 270 563 563
22 65 86 107 167 269 562 562
23 64 85 106 166 268 561 561
24 63 84 105 165 267 560 560
25 62 83 104 164 266 559 559
26 61 82 103 163 265 558 558
27 60 81 102 162 264 557 557
28 59 80 101 161 263 556 556
29 58 79 100 160 262 555 555
30 57 78 99 159 261 554 554

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 24 46 115 228 521 1 288
2 12 25 48 117 230 523 1 032
3 14 28 50 112 227 520 839
4 16 31 54 115 227 520 692
5 18 34 59 119 227 520 581
6 19 36 62 123 227 520 520
7 20 38 64 125 227 519 519
8 19 38 63 124 226 519 519
9 19 38 63 123 226 519 519
10 19 39 63 123 225 518 518
11 20 40 63 123 225 518 518
12 20 41 63 123 225 518 518
13 20 42 63 123 225 518 518
14 21 42 63 123 225 518 518
15 21 42 63 123 225 518 518
16 21 42 63 123 225 518 518
17 21 42 63 123 225 518 518
18 21 42 63 123 226 518 518
19 21 43 64 123 226 519 519
20 22 43 64 124 226 519 519
21 22 43 64 124 227 520 520
22 22 44 65 125 227 520 520
23 22 44 65 125 227 520 520
24 23 44 65 125 227 520 520
25 23 44 65 125 227 520 520
26 23 44 65 125 227 520 520
27 22 44 65 125 227 520 520
28 22 44 65 124 227 520 520
29 22 44 65 124 227 520 520
30 23 43 64 124 227 520 520

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 82 150 263 556 1 267
2 49 62 85 154 267 560 1 021
3 55 68 91 152 267 560 833
4 58 73 96 157 269 561 690
5 60 76 101 161 269 562 580
6 62 79 105 166 270 562 562
7 62 81 106 168 269 562 562
8 62 80 106 167 269 561 561
9 61 80 105 165 268 560 560
10 60 80 104 164 266 559 559
11 60 80 103 163 265 558 558
12 59 80 102 162 264 557 557
13 58 79 101 160 263 556 556
14 57 79 100 159 262 555 555
15 56 78 99 158 261 554 554
16 56 77 98 158 260 553 553
17 55 76 97 157 260 552 552
18 54 76 97 157 259 552 552
19 54 75 96 156 259 551 551
20 53 75 96 156 258 551 551
21 53 74 95 155 258 550 550
22 52 74 95 154 257 550 550
23 52 73 94 154 256 549 549
24 51 72 93 153 255 548 548
25 50 71 92 152 255 547 547
26 49 70 91 151 254 547 547
27 48 70 91 150 253 546 546
28 48 69 90 150 252 545 545
29 47 68 89 149 251 544 544
30 46 67 88 148 251 543 543

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 18 41 110 223 516 1 272
2 6 18 41 110 223 516 1 023
3 7 21 43 105 220 512 832
4 8 23 46 107 219 511 687
5 9 26 50 110 218 511 577
6 10 28 54 115 218 511 511
7 12 30 56 117 218 511 511
8 12 30 56 116 218 511 511
9 12 31 56 116 218 511 511
10 12 32 56 116 218 511 511
11 13 34 56 116 218 511 511
12 13 34 56 116 218 511 511
13 14 35 56 116 218 511 511
14 14 35 56 116 218 511 511
15 14 35 56 116 218 511 511
16 14 35 56 116 218 511 511
17 14 35 56 116 218 511 511
18 14 35 56 116 218 511 511
19 15 35 56 116 218 511 511
20 15 35 56 116 218 511 511
21 17 35 56 116 218 511 511
22 17 35 56 116 218 511 511
23 18 35 56 116 218 511 511
24 19 35 56 116 219 511 511
25 19 35 56 116 219 511 511
26 20 35 56 116 219 511 511
27 20 35 56 116 219 511 511
28 21 35 56 116 219 511 511
29 22 35 56 116 219 511 511
30 23 35 56 116 219 511 511

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 52 141 242 535 1 326
2 8 24 52 141 242 535 1 067
3 9 26 52 128 238 531 866
4 10 28 54 120 237 529 714
5 12 30 56 110 235 528 598
6 14 33 59 104 234 527 527
7 16 36 60 98 233 526 526
8 18 38 59 92 232 525 525
9 20 44 62 87 231 524 524
10 20 44 61 84 230 523 523
11 19 43 59 85 230 522 522
12 18 43 60 86 229 522 522
13 19 43 61 87 228 521 521
14 19 43 61 87 227 520 520
15 19 43 61 87 227 519 519
16 19 43 61 87 225 518 518
17 19 43 61 87 225 517 517
18 19 44 61 87 224 517 517
19 19 44 61 87 224 517 517
20 19 44 61 87 224 517 517
21 19 44 61 87 224 517 517
22 19 44 61 87 224 517 517
23 19 44 61 87 223 516 516
24 19 44 61 87 223 516 516
25 19 44 61 87 222 515 515
26 20 44 61 87 222 514 514
27 21 44 61 87 221 514 514
28 22 44 61 87 221 513 513
29 23 44 61 87 220 513 513
30 23 44 61 87 219 512 512

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 85 97 120 189 302 595 1 382
2 83 96 119 188 301 593 1 113
3 83 97 119 181 296 588 906
4 83 98 120 181 293 586 749
5 82 98 123 182 291 584 628
6 81 98 124 185 289 582 582
7 80 98 124 186 287 580 580
8 78 97 122 183 285 577 577
9 76 95 120 180 283 576 576
10 75 95 119 179 281 574 574
11 74 95 117 177 280 573 573
12 73 94 116 176 278 571 571
13 72 93 115 174 277 570 570
14 71 92 113 173 275 568 568
15 70 91 112 172 274 567 567
16 68 90 111 171 273 566 566
17 67 89 110 170 272 565 565
18 67 88 109 169 271 564 564
19 66 87 108 168 270 563 563
20 65 86 107 167 270 562 562
21 64 85 106 166 269 561 561
22 63 84 105 165 268 560 560
23 62 83 104 164 267 559 559
24 61 82 103 163 265 558 558
25 60 81 102 162 264 557 557
26 59 80 101 161 263 556 556
27 58 79 100 160 262 555 555
28 57 78 99 159 261 554 554
29 55 77 98 158 260 553 553
30 54 76 97 157 259 552 552

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 93 162 275 567 1 367
2 56 69 92 161 274 567 1 099
3 57 71 93 155 270 562 893
4 57 72 95 156 268 561 737
5 57 73 98 158 266 559 618
6 57 74 100 161 265 558 558
7 57 75 101 162 263 556 556
8 55 74 99 160 262 555 555
9 54 73 98 158 261 554 554
10 53 74 97 157 260 552 552
11 53 74 96 156 259 552 552
12 53 74 96 155 258 551 551
13 52 74 95 155 257 550 550
14 52 73 94 154 257 550 550
15 52 73 94 154 256 549 549
16 51 72 93 153 255 548 548
17 50 71 93 152 255 548 548
18 50 71 92 152 254 547 547
19 49 71 92 151 254 547 547
20 49 70 91 151 254 547 547
21 49 70 91 151 253 546 546
22 48 70 91 150 253 546 546
23 48 69 90 150 252 545 545
24 47 68 89 149 252 545 545
25 46 68 89 149 251 544 544
26 46 67 88 148 250 543 543
27 45 66 87 147 250 543 543
28 44 66 87 146 249 542 542
29 44 65 86 146 248 541 541
30 43 64 85 145 248 540 540

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 67 136 249 542 1 296
2 32 45 68 137 250 543 1 038
3 33 46 69 130 245 538 843
4 33 48 71 132 244 536 695
5 34 50 75 134 243 536 583
6 34 51 77 138 242 535 535
7 34 52 78 140 241 534 534
8 33 52 77 138 240 533 533
9 33 52 77 137 240 532 532
10 33 53 76 136 239 532 532
11 33 53 76 136 238 531 531
12 32 53 75 135 238 530 530
13 32 53 75 134 237 530 530
14 32 53 74 134 236 529 529
15 31 53 74 133 236 529 529
16 30 52 73 133 235 528 528
17 30 51 73 132 235 528 528
18 30 51 72 132 235 527 527
19 30 51 72 132 234 527 527
20 30 51 72 132 234 527 527
21 30 51 72 132 235 527 527
22 30 51 72 132 234 527 527
23 30 51 72 132 234 527 527
24 29 51 72 132 234 527 527
25 29 51 72 131 234 527 527
26 29 50 71 131 234 526 526
27 29 50 71 131 233 526 526
28 28 50 71 130 233 526 526
29 28 49 70 130 233 525 525
30 28 49 70 130 232 525 525

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 4 24 93 206 499 1 235
2 1 5 25 94 207 499 991
3 2 5 26 88 203 496 806
4 2 7 29 91 202 495 666
5 4 9 34 94 202 495 559
6 4 11 37 99 202 495 495
7 5 13 39 101 202 495 495
8 7 14 39 100 202 495 495
9 7 15 39 99 202 495 495
10 8 16 39 99 202 495 495
11 9 18 41 101 203 496 496
12 9 18 39 99 202 495 495
13 10 19 40 100 203 495 495
14 11 19 40 100 202 495 495
15 12 18 39 99 201 494 494
16 13 17 38 98 200 493 493
17 13 17 38 98 200 493 493
18 14 17 38 98 200 493 493
19 15 18 39 98 201 494 494
20 15 18 39 99 201 494 494
21 16 19 39 99 202 494 494
22 17 20 39 99 202 494 494
23 18 21 39 99 202 494 494
24 18 21 39 99 201 494 494
25 19 22 39 99 201 494 494
26 19 23 39 99 201 494 494
27 20 23 39 98 201 494 494
28 20 25 40 98 201 494 494
29 21 25 41 98 201 494 494
30 23 26 42 98 201 494 494

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 81 149 262 555 1 304
2 45 58 81 150 263 555 1 047
3 46 60 82 144 259 551 851
4 46 61 84 145 257 550 703
5 47 63 88 148 256 549 590
6 47 64 91 152 255 548 548
7 48 66 92 153 254 547 547
8 47 65 91 151 253 546 546
9 46 65 90 150 253 545 545
10 46 66 89 149 252 545 545
11 46 66 89 149 251 544 544
12 45 66 88 148 250 543 543
13 45 66 87 147 250 543 543
14 45 66 87 147 249 542 542
15 44 65 86 146 249 541 541
16 43 64 86 145 248 541 541
17 43 64 85 145 247 540 540
18 42 64 85 144 247 540 540
19 42 63 84 144 246 539 539
20 42 63 84 144 246 539 539
21 41 63 84 143 246 539 539
22 41 62 83 143 245 538 538
23 40 62 83 142 245 538 538
24 40 61 82 142 244 537 537
25 39 60 81 141 244 536 536
26 38 60 81 140 243 536 536
27 38 59 80 140 242 535 535
28 37 58 79 139 241 534 534
29 36 57 78 138 241 533 533
30 35 57 78 137 240 533 533

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 30 53 122 235 528 1 255
2 21 34 57 126 239 531 1 010
3 25 39 61 123 238 531 824
4 29 44 66 128 239 532 682
5 31 47 72 132 240 533 574
6 31 48 74 135 239 532 532
7 35 53 79 141 242 535 535
8 34 53 78 139 241 534 534
9 35 54 79 139 242 535 535
10 37 57 80 140 243 536 536
11 38 59 82 141 244 537 537
12 39 60 82 142 245 537 537
13 40 61 83 142 245 538 538
14 41 62 83 143 245 538 538
15 41 62 83 143 245 538 538
16 40 62 83 143 245 538 538
17 41 62 83 143 245 538 538
18 40 61 82 142 245 537 537
19 40 61 82 142 244 537 537
20 40 61 82 142 244 537 537
21 40 61 82 142 244 537 537
22 40 61 82 142 244 537 537
23 39 61 82 141 244 537 537
24 39 60 81 141 243 536 536
25 38 60 81 141 243 536 536
26 38 59 80 140 242 535 535
27 37 59 80 140 242 535 535
28 37 58 79 139 241 534 534
29 36 58 79 138 241 534 534
30 36 57 78 138 240 533 533

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 54 123 236 528 1 309
2 19 32 55 124 237 529 1 047
3 21 35 57 119 234 527 849
4 23 38 60 122 233 526 699
5 24 40 65 125 233 526 585
6 25 42 69 130 233 526 526
7 26 44 70 132 233 526 526
8 26 45 70 131 233 526 526
9 26 46 70 131 233 526 526
10 27 47 71 131 233 526 526
11 28 48 71 131 233 526 526
12 28 49 71 131 233 526 526
13 29 50 71 131 233 526 526
14 29 50 71 131 233 526 526
15 29 50 71 131 233 526 526
16 29 50 71 131 233 526 526
17 29 50 71 131 233 526 526
18 29 50 71 131 233 526 526
19 29 50 71 131 233 526 526
20 29 50 71 131 233 526 526
21 29 50 71 131 233 526 526
22 28 50 71 130 233 526 526
23 28 49 70 130 232 525 525
24 27 49 70 130 232 525 525
25 27 48 69 129 231 524 524
26 26 48 69 129 231 524 524
27 26 47 68 128 231 523 523
28 26 47 68 128 230 523 523
29 25 46 67 127 230 523 523
30 25 46 67 127 229 522 522

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 52 65 88 157 270 562 1 428
2 55 67 90 159 272 565 1 125
3 58 72 94 156 271 564 906
4 61 76 98 160 271 564 744
5 63 79 104 164 272 565 622
6 64 81 108 169 272 565 565
7 65 84 110 171 272 565 565
8 65 84 109 170 272 565 565
9 65 85 109 169 272 565 565
10 66 86 109 169 272 565 565
11 66 87 109 169 272 565 565
12 66 87 109 169 271 564 564
13 66 87 108 168 270 563 563
14 65 86 107 167 270 563 563
15 64 86 107 166 269 562 562
16 64 85 106 166 268 561 561
17 63 84 105 165 268 560 560
18 62 84 105 165 267 560 560
19 62 83 104 164 266 559 559
20 61 82 103 163 266 559 559
21 60 82 103 163 265 558 558
22 60 81 102 162 264 557 557
23 59 80 101 161 263 556 556
24 58 79 100 160 262 555 555
25 57 78 99 159 261 554 554
26 56 77 98 158 261 553 553
27 55 76 97 157 260 552 552
28 54 75 96 156 259 552 552
29 53 74 95 155 258 551 551
30 52 74 95 154 257 550 550

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 95 118 187 300 593 1 447
2 87 100 123 192 305 598 1 167
3 90 104 126 188 303 595 953
4 91 106 129 190 302 595 789
5 95 111 136 196 304 597 663
6 97 114 140 201 305 598 598
7 99 117 143 204 306 598 598
8 100 119 144 205 307 600 600
9 101 120 145 205 308 600 600
10 102 122 145 205 308 601 601
11 102 123 145 205 308 600 600
12 102 123 145 204 307 600 600
13 101 122 143 203 306 598 598
14 100 121 142 202 304 597 597
15 98 120 141 200 303 596 596
16 97 118 139 199 302 594 594
17 96 117 138 198 300 593 593
18 94 116 137 196 299 592 592
19 93 114 135 195 298 590 590
20 92 113 134 194 296 589 589
21 90 111 133 192 295 588 588
22 89 110 131 191 293 586 586
23 87 108 129 189 292 584 584
24 85 107 128 187 290 583 583
25 84 105 126 186 288 581 581
26 82 103 124 184 287 579 579
27 80 102 123 182 285 578 578
28 79 100 121 181 283 576 576
29 77 98 119 179 282 574 574
30 76 97 118 178 280 573 573

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 48 116 229 522 1 308
2 15 28 51 119 232 525 1 050
3 18 32 54 116 231 524 852
4 21 36 58 120 231 524 703
5 23 39 64 124 232 525 589
6 25 42 68 129 233 526 526
7 26 44 70 132 233 526 526
8 26 45 70 131 233 526 526
9 26 46 70 130 233 526 526
10 27 47 70 130 233 526 526
11 27 48 70 130 233 526 526
12 27 48 70 130 232 525 525
13 27 48 70 129 232 525 525
14 27 48 69 129 231 524 524
15 26 47 68 128 231 523 523
16 25 47 68 127 230 523 523
17 25 46 67 127 230 522 522
18 25 46 67 127 229 522 522
19 25 46 67 127 229 522 522
20 25 46 67 127 229 522 522
21 25 46 67 127 230 522 522
22 25 46 67 127 230 522 522
23 25 46 67 127 230 522 522
24 25 46 67 127 229 522 522
25 25 46 67 127 229 522 522
26 24 46 67 127 229 522 522
27 24 46 67 126 229 522 522
28 24 45 66 126 229 521 521
29 24 45 66 126 228 521 521
30 24 45 66 126 228 521 521

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 95 108 131 199 312 605 1 359
2 96 109 132 200 313 606 1 093
3 98 111 133 195 310 603 890
4 99 114 137 198 310 602 736
5 100 117 142 201 310 602 617
6 101 118 145 206 309 602 602
7 102 120 146 208 309 602 602
8 102 121 146 207 309 602 602
9 101 121 145 205 308 601 601
10 101 121 144 204 307 600 600
11 100 120 143 203 305 598 598
12 98 119 141 201 303 596 596
13 97 118 139 199 302 595 595
14 95 117 138 198 300 593 593
15 94 115 136 196 298 591 591
16 92 113 134 194 296 589 589
17 90 112 133 192 295 588 588
18 89 110 131 191 294 586 586
19 88 109 130 190 292 585 585
20 87 108 129 189 291 584 584
21 85 107 128 188 290 583 583
22 84 106 127 187 289 582 582
23 83 104 125 185 288 581 581
24 82 103 124 184 287 579 579
25 81 102 123 183 285 578 578
26 79 101 122 182 284 577 577
27 78 100 121 180 283 576 576
28 77 98 119 179 282 575 575
29 76 97 118 178 281 573 573
30 75 96 117 177 279 572 572

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
1 312 325 348 416 529 822 1 443
2 87 100 123 191 304 597 1 151
3 90 104 126 188 303 596 930
4 93 108 131 192 304 597 765
5 96 112 137 197 305 598 641
6 98 115 141 202 306 598 598
7 99 117 143 205 306 599 599
8 100 119 144 205 307 599 599
9 100 120 144 204 307 600 600
10 101 121 144 204 307 600 600
11 101 122 144 204 307 599 599
12 102 123 144 204 307 600 600
13 102 123 145 205 307 600 600
14 103 124 145 205 307 600 600
15 104 125 146 206 308 601 601
16 104 126 147 207 309 602 602
17 105 127 148 208 310 603 603
18 106 128 149 208 311 604 604
19 107 128 149 209 312 605 605
20 107 129 150 210 312 605 605
21 107 129 150 210 312 605 605
22 107 128 149 209 312 605 605
23 106 128 149 209 311 604 604
24 105 127 148 208 310 603 603
25 104 126 147 206 309 602 602
26 103 124 145 205 308 600 600
27 102 123 144 204 306 599 599
28 100 122 143 202 305 598 598
29 99 120 141 201 303 596 596
30 97 119 140 199 302 595 595

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 35 104 217 510 1 249
2 1 12 35 104 217 509 1 001
3 2 14 36 98 213 506 814
4 2 16 38 99 211 504 673
5 4 17 42 102 210 503 565
6 4 18 45 106 209 502 502
7 5 20 46 108 209 502 502
8 7 20 45 106 208 501 501
9 7 20 44 104 207 500 500
10 8 20 44 104 206 499 499
11 9 21 44 104 206 499 499
12 9 22 44 104 206 499 499
13 11 23 44 104 206 499 499
14 12 23 44 104 207 500 500
15 12 24 45 105 207 500 500
16 13 24 45 105 207 500 500
17 13 24 45 105 208 501 501
18 14 25 46 106 208 501 501
19 15 26 47 107 209 502 502
20 15 27 48 107 210 503 503
21 17 27 48 108 211 504 504
22 17 28 49 109 211 504 504
23 18 29 50 109 212 505 505
24 18 29 50 110 212 505 505
25 19 29 50 110 213 506 506
26 20 30 51 111 213 506 506
27 20 30 51 111 213 506 506
28 21 30 51 111 214 506 506
29 22 30 51 111 214 507 507
30 23 31 52 111 214 507 507

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 87 156 269 561 1 316
2 52 65 88 156 269 562 1 056
3 53 67 89 151 266 558 858
4 54 69 91 153 264 557 707
5 54 70 95 155 263 556 593
6 55 72 98 159 263 556 556
7 55 73 99 161 262 554 554
8 54 73 98 159 261 554 554
9 54 73 98 158 261 553 553
10 53 73 97 157 259 552 552
11 52 73 96 156 258 551 551
12 51 72 94 154 257 549 549
13 50 72 93 153 255 548 548
14 49 71 92 151 254 547 547
15 48 69 90 150 253 546 546
16 47 68 89 149 251 544 544
17 46 67 88 148 250 543 543
18 45 66 87 147 249 542 542
19 44 65 86 146 249 542 542
20 44 65 86 146 248 541 541
21 43 64 85 145 248 541 541
22 43 64 85 145 247 540 540
23 42 63 84 144 247 539 539
24 41 63 84 143 246 539 539
25 41 62 83 143 245 538 538
26 40 61 82 142 244 537 537
27 39 60 81 141 244 537 537
28 39 60 81 141 243 536 536
29 38 59 80 140 242 535 535
30 37 59 80 139 242 535 535

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
1 114 127 150 219 332 624 1 378
2 116 129 151 220 333 626 1 111
3 119 132 154 216 331 624 906
4 121 136 158 220 332 624 750
5 123 139 164 224 332 625 631
6 125 142 168 229 333 625 625
7 126 144 170 232 333 626 626
8 126 144 170 230 333 625 625
9 125 145 169 230 332 625 625
10 126 146 169 229 332 625 625
11 125 146 168 228 331 624 624
12 124 145 167 227 329 622 622
13 123 144 166 225 328 621 621
14 122 143 164 224 326 619 619
15 120 141 162 222 324 617 617
16 118 139 160 220 322 615 615
17 116 137 158 218 320 613 613
18 114 135 156 216 318 611 611
19 112 133 154 214 317 609 609
20 110 132 153 212 315 608 608
21 109 130 151 211 313 606 606
22 107 128 149 209 311 604 604
23 105 126 147 207 310 602 602
24 103 124 145 205 308 600 600
25 101 122 143 203 306 599 599
26 99 121 142 201 304 597 597
27 98 119 140 200 302 595 595
28 96 117 138 198 300 593 593
29 94 115 136 196 299 592 592
30 92 114 135 195 297 590 590

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
1 167 180 203 272 385 677 1 477
2 176 189 212 281 394 686 1 172
3 182 196 218 280 395 687 950
4 185 200 222 284 395 688 784
5 186 203 227 287 396 688 688
6 187 204 230 291 395 688 688
7 187 205 231 293 394 687 687
8 186 205 230 291 393 686 686
9 185 204 229 289 392 684 684
10 184 204 228 288 390 683 683
11 183 204 226 286 389 682 682
12 181 202 224 284 387 679 679
13 179 200 222 281 384 677 677
14 176 198 219 279 381 674 674
15 173 195 216 276 378 671 671
16 171 192 213 273 375 668 668
17 168 189 210 270 372 665 665
18 165 186 207 267 369 662 662
19 162 183 204 264 366 659 659
20 159 180 201 261 363 656 656
21 156 177 198 258 360 653 653
22 153 174 195 255 357 650 650
23 150 171 192 252 354 647 647
24 147 168 189 249 351 644 644
25 144 165 186 246 348 641 641
26 141 162 183 243 345 638 638
27 138 159 180 240 342 635 635
28 135 156 177 237 339 632 632
29 132 153 174 234 337 630 630
30 129 151 172 232 334 627 627

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 68 137 250 543 1 264
2 33 46 69 138 251 543 1 015
3 34 48 70 132 247 540 826
4 35 50 73 134 246 539 683
5 36 53 77 137 246 538 573
6 37 54 80 141 245 538 538
7 37 55 81 143 244 537 537
8 36 55 80 141 243 536 536
9 36 55 79 140 242 535 535
10 35 56 79 139 242 535 535
11 35 56 79 139 241 534 534
12 35 56 78 138 240 533 533
13 35 56 78 137 240 533 533
14 35 56 77 137 240 532 532
15 35 56 77 137 239 532 532
16 35 56 77 137 239 532 532
17 35 56 77 137 239 532 532
18 35 56 77 137 239 532 532
19 35 56 77 137 239 532 532
20 35 56 77 137 240 532 532
21 35 56 77 137 240 532 532
22 35 56 77 137 239 532 532
23 35 56 77 137 239 532 532
24 34 56 77 137 239 532 532
25 34 55 76 136 239 532 532
26 34 55 76 136 238 531 531
27 33 55 76 136 238 531 531
28 33 54 75 135 238 531 531
29 33 54 75 135 237 530 530
30 32 54 75 135 237 530 530

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 65 134 247 540 1 288
2 31 44 67 136 249 542 1 037
3 34 48 70 132 247 540 845
4 37 52 74 135 247 540 699
5 39 55 80 140 248 541 587
6 40 57 83 144 248 541 541
7 42 60 86 148 249 541 541
8 42 61 86 147 249 542 542
9 42 62 86 146 249 542 542
10 43 63 87 147 249 542 542
11 44 65 87 147 250 542 542
12 45 66 88 147 250 543 543
13 45 66 88 147 250 543 543
14 45 66 87 147 250 543 543
15 45 66 87 147 250 543 543
16 45 66 87 147 249 542 542
17 45 66 87 147 250 542 542
18 45 66 87 147 250 542 542
19 45 66 87 147 250 543 543
20 45 67 88 148 250 543 543
21 46 67 88 148 250 543 543
22 45 67 88 148 250 543 543
23 45 66 88 147 250 543 543
24 45 66 87 147 249 542 542
25 44 66 87 146 249 542 542
26 44 65 86 146 248 541 541
27 43 65 86 145 248 541 541
28 43 64 85 145 247 540 540
29 42 63 84 144 247 539 539
30 41 63 84 144 246 539 539

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
1 127 140 163 232 345 638 1 425
2 126 139 162 231 344 636 1 147
3 126 140 162 224 339 632 934
4 127 142 164 226 337 630 771
5 127 143 168 228 336 629 647
6 127 144 170 231 335 628 628
7 127 145 171 233 334 627 627
8 126 145 170 231 333 626 626
9 125 145 169 229 332 625 625
10 125 145 169 229 331 624 624
11 125 146 168 228 331 624 624
12 124 145 167 227 330 622 622
13 124 145 166 226 328 621 621
14 123 144 165 225 327 620 620
15 121 142 163 223 325 618 618
16 119 140 161 221 323 616 616
17 116 137 158 218 321 614 614
18 114 135 156 216 319 611 611
19 112 133 154 214 317 609 609
20 110 131 152 212 314 607 607
21 108 129 150 210 312 605 605
22 105 127 148 208 310 603 603
23 103 125 146 205 308 601 601
24 101 122 143 203 306 599 599
25 99 120 141 201 303 596 596
26 97 118 139 199 301 594 594
27 95 116 137 197 299 592 592
28 93 114 135 195 297 590 590
29 91 112 133 193 295 588 588
30 89 110 131 191 293 586 586

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 37 105 219 511 1 295
2 3 16 39 107 220 513 1 040
3 5 19 41 103 218 511 845
4 8 23 45 107 218 511 698
5 10 26 51 111 219 512 585
6 11 28 55 116 219 512 512
7 13 31 57 119 220 512 512
8 13 32 57 118 220 512 512
9 13 32 57 117 219 512 512
10 13 33 57 117 219 512 512
11 13 34 57 117 219 512 512
12 14 35 56 116 219 512 512
13 14 35 56 116 218 511 511
14 14 35 56 116 218 511 511
15 13 35 56 116 218 511 511
16 13 34 55 115 218 511 511
17 14 34 55 115 218 511 511
18 14 34 56 115 218 511 511
19 15 35 56 116 218 511 511
20 16 35 56 116 218 511 511
21 17 36 57 116 219 512 512
22 18 36 57 117 219 512 512
23 18 36 57 117 219 512 512
24 19 36 57 117 219 512 512
25 19 36 57 117 220 512 512
26 20 36 57 117 220 513 513
27 20 36 57 117 220 513 513
28 22 37 58 117 220 513 513
29 23 37 58 117 220 513 513
30 23 37 58 117 220 513 513

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 72 140 253 546 1 305
2 36 49 72 141 254 546 1 048
3 36 50 72 134 249 542 851
4 37 52 74 136 247 540 702
5 37 53 78 138 246 539 589
6 39 56 82 143 247 540 540
7 37 55 81 143 244 537 537
8 40 59 84 145 247 540 540
9 39 59 83 143 246 539 539
10 34 55 78 138 241 533 533
11 31 51 74 134 236 529 529
12 28 49 71 131 233 526 526
13 26 47 69 128 231 524 524
14 24 46 67 127 229 522 522
15 23 44 65 125 228 520 520
16 22 43 64 124 226 519 519
17 21 42 63 123 225 518 518
18 20 41 62 122 225 518 518
19 20 41 62 122 224 517 517
20 20 41 62 122 224 517 517
21 20 41 62 122 224 517 517
22 20 41 62 122 224 517 517
23 20 41 62 122 224 517 517
24 20 41 62 122 224 517 517
25 19 41 62 122 224 517 517
26 20 41 62 121 224 517 517
27 20 40 61 121 224 517 517
28 22 40 61 121 224 516 516
29 23 40 61 121 223 516 516
30 23 40 61 121 223 516 516

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
1 211 224 247 315 428 721 1 522
2 208 221 244 312 425 718 1 201
3 204 218 240 302 417 710 962
4 201 216 239 300 412 704 785
5 197 213 238 298 406 699 699
6 194 211 237 298 402 694 694
7 190 208 234 296 397 690 690
8 186 204 230 290 393 685 685
9 181 201 225 286 388 681 681
10 178 198 221 281 384 677 677
11 174 195 217 277 380 672 672
12 170 191 213 273 375 668 668
13 166 188 209 269 371 664 664
14 163 184 205 265 367 660 660
15 159 180 201 261 364 657 657
16 156 177 198 258 360 653 653
17 152 173 195 254 357 650 650
18 149 170 191 251 354 646 646
19 146 167 188 248 351 643 643
20 143 164 185 245 348 640 640
21 140 161 182 242 345 638 638
22 137 158 180 239 342 635 635
23 134 156 177 236 339 632 632
24 131 153 174 234 336 629 629
25 129 150 171 231 333 626 626
26 126 147 168 228 331 623 623
27 123 145 166 226 328 621 621
28 121 142 163 223 326 618 618
29 119 140 161 221 323 616 616
30 116 138 158 218 321 614 614

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 48 101 234 527 1 315
2 8 25 48 101 234 527 1 053
3 10 28 50 97 232 525 854
4 12 32 54 95 233 525 704
5 16 38 59 98 233 526 590
6 18 42 63 95 234 527 527
7 19 44 63 89 234 527 527
8 18 43 62 89 234 527 527
9 19 45 64 92 234 527 527
10 21 48 67 96 234 527 527
11 23 50 68 99 234 527 527
12 24 52 69 100 234 527 527
13 26 54 70 100 234 527 527
14 26 54 71 100 234 527 527
15 26 55 71 100 234 527 527
16 26 55 71 100 234 527 527
17 26 55 71 100 234 527 527
18 26 55 71 100 234 527 527
19 26 55 71 100 234 527 527
20 26 55 71 100 234 527 527
21 26 55 71 100 234 527 527
22 26 55 71 100 234 527 527
23 26 55 71 100 234 527 527
24 26 55 71 100 234 527 527
25 26 55 71 100 234 527 527
26 26 55 71 100 234 527 527
27 26 55 71 100 233 526 526
28 26 55 71 100 233 526 526
29 26 55 71 100 233 526 526
30 26 55 71 100 232 525 525

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 84 197 490 1 223
2 1 5 14 82 195 488 980
3 2 5 13 75 190 483 796
4 2 6 15 77 188 481 657
5 4 6 19 79 187 480 552
6 4 7 22 83 187 480 480
7 5 9 24 85 187 479 479
8 7 9 24 84 186 479 479
9 7 10 23 84 186 479 479
10 8 10 24 84 186 479 479
11 8 11 24 84 186 479 479
12 9 13 24 84 187 479 479
13 10 13 24 84 187 480 480
14 11 14 25 85 187 480 480
15 12 14 25 85 187 480 480
16 13 15 26 85 187 480 480
17 13 16 27 85 188 481 481
18 14 17 28 86 188 481 481
19 14 18 30 86 189 482 482
20 15 18 31 87 189 482 482
21 16 19 32 87 190 483 483
22 17 20 33 88 190 483 483
23 18 21 34 88 190 483 483
24 18 21 36 88 191 483 483
25 19 22 37 88 191 483 483
26 19 23 38 88 191 483 483
27 20 23 39 88 190 483 483
28 20 25 40 88 190 483 483
29 21 25 41 88 190 483 483
30 22 26 42 88 190 483 483

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 42 159 304 3 139
2 2 14 21 42 159 347 2 352
3 2 14 23 46 154 363 1 780
4 2 15 26 50 152 363 1 378
5 3 17 29 52 152 355 1 093
6 4 20 31 55 152 341 887
7 6 22 33 57 152 325 734
8 6 23 34 60 152 308 617
9 6 24 36 63 152 291 525
10 6 25 37 65 152 273 452
11 7 25 38 65 152 257 393
12 7 26 38 66 152 245 344
13 7 26 38 66 152 245 303
14 7 26 38 66 152 245 268
15 7 26 40 66 152 245 245
16 7 26 43 66 152 245 245
17 7 26 45 66 152 245 245
18 7 26 47 66 152 245 245
19 7 26 50 66 152 245 245
20 7 26 52 66 152 245 245
21 7 26 54 66 152 245 245
22 8 26 57 66 152 245 245
23 9 26 59 66 152 245 245
24 9 26 62 66 152 245 245
25 10 26 64 66 152 245 245
26 10 26 67 68 152 245 245
27 11 26 69 70 152 245 245
28 11 26 72 72 152 245 245
29 11 26 74 73 152 245 245
30 12 26 77 76 152 245 245

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 13 25 31 52 170 324 3 369
2 14 27 33 54 171 368 2 509
3 14 27 35 59 166 382 1 888
4 14 28 38 62 164 380 1 453
5 14 29 40 64 163 369 1 148
6 15 31 42 66 162 354 929
7 15 32 43 67 161 337 767
8 15 32 43 69 161 319 643
9 15 33 44 71 160 301 547
10 15 33 45 73 160 283 471
11 14 33 45 73 159 265 408
12 14 32 45 73 158 252 357
13 13 32 44 72 158 251 314
14 13 31 44 71 157 251 278
15 12 31 43 71 157 250 250
16 12 30 44 71 156 250 250
17 12 30 47 70 156 250 250
18 12 30 49 70 156 250 250
19 12 30 51 71 156 250 250
20 12 31 54 71 157 250 250
21 12 31 57 71 157 250 250
22 13 31 59 71 157 251 251
23 13 31 61 71 157 251 251
24 13 31 63 71 157 251 251
25 13 31 66 71 157 251 251
26 13 31 68 71 157 251 251
27 13 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 42 159 304 3 138
2 2 14 20 42 159 347 2 352
3 1 14 23 46 154 363 1 780
4 2 15 25 50 151 363 1 378
5 2 17 29 52 151 355 1 093
6 4 20 31 55 151 341 887
7 5 22 33 57 151 325 733
8 6 23 34 60 151 308 616
9 6 24 36 62 151 291 525
10 6 25 37 64 151 273 452
11 7 25 38 65 151 257 393
12 7 25 38 65 151 245 344
13 7 25 38 66 151 245 303
14 7 25 38 65 151 245 268
15 7 25 40 65 151 245 245
16 7 25 43 65 151 245 245
17 7 25 45 65 151 245 245
18 7 25 47 65 151 245 245
19 7 25 50 65 151 245 245
20 7 25 52 65 151 245 245
21 7 25 54 66 151 245 245
22 8 25 57 66 151 245 245
23 9 25 59 66 151 245 245
24 9 25 62 66 151 245 245
25 10 25 64 66 151 245 245
26 10 25 67 68 151 245 245
27 11 25 69 70 151 245 245
28 11 25 72 72 151 245 245
29 11 25 74 73 151 245 245
30 12 26 77 76 151 245 245

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 92 113 230 353 3 699
2 70 82 89 110 227 400 2 753
3 72 85 94 117 225 414 2 067
4 71 85 95 119 221 411 1 587
5 70 85 96 119 219 399 1 250
6 70 86 97 121 217 382 1 008
7 70 86 97 121 216 362 830
8 69 86 97 123 215 342 695
9 68 86 98 125 214 322 590
10 65 84 96 123 210 304 507
11 63 82 94 122 208 301 440
12 62 81 93 121 207 300 384
13 61 80 93 120 206 299 338
14 61 80 92 120 206 299 299
15 61 80 92 120 205 299 299
16 60 79 91 119 205 298 298
17 60 79 91 119 205 298 298
18 59 78 91 118 204 297 297
19 59 77 90 118 203 297 297
20 58 77 89 117 203 296 296
21 58 76 89 116 202 296 296
22 57 76 88 116 201 295 295
23 56 75 87 115 201 294 294
24 55 74 86 114 200 293 293
25 54 73 85 113 199 292 292
26 53 72 84 112 198 291 291
27 52 71 83 111 197 290 290
28 51 70 82 110 195 289 289
29 50 68 81 109 194 288 288
30 49 67 83 108 193 287 287

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 46 163 307 3 178
2 8 20 26 47 165 350 2 373
3 8 21 30 53 161 365 1 795
4 9 23 33 57 159 365 1 388
5 10 25 36 60 159 357 1 101
6 12 27 38 63 159 343 892
7 13 30 40 65 159 326 738
8 12 30 41 67 158 309 620
9 12 30 42 69 158 291 527
10 12 31 43 71 158 274 454
11 13 31 44 71 157 257 394
12 13 31 44 71 157 251 345
13 13 31 44 72 157 251 304
14 13 32 44 72 157 251 269
15 13 32 44 72 158 251 251
16 13 31 44 71 157 251 251
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 15 33 58 73 159 253 253
23 15 33 59 73 159 253 253
24 15 33 62 73 159 253 253
25 15 33 65 73 159 253 253
26 15 33 67 73 159 253 253
27 15 33 70 73 159 253 253
28 15 33 72 73 159 252 252
29 14 33 74 75 159 252 252
30 14 33 78 77 159 252 252

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 41 53 60 81 198 303 3 125
2 45 57 63 85 202 346 2 346
3 49 61 70 93 201 363 1 780
4 51 65 75 99 201 364 1 381
5 53 68 79 102 202 357 1 098
6 54 70 81 106 202 344 893
7 56 72 83 107 201 329 741
8 55 72 83 109 201 312 624
9 54 72 84 111 200 295 533
10 54 72 84 112 199 292 459
11 53 71 84 111 198 291 399
12 52 70 83 110 196 290 350
13 51 69 82 109 195 288 308
14 49 68 81 108 194 287 287
15 49 67 80 107 193 286 286
16 48 66 79 107 192 286 286
17 47 66 78 106 192 285 285
18 47 65 78 105 191 285 285
19 46 65 77 105 191 284 284
20 46 64 77 104 190 284 284
21 45 64 76 104 190 283 283
22 44 63 76 103 189 282 282
23 44 62 75 102 188 282 282
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 41 59 72 99 185 278 278
28 40 58 73 98 184 278 278
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 41 158 304 3 136
2 1 13 20 41 158 347 2 350
3 1 14 22 46 153 363 1 779
4 1 15 25 49 151 363 1 377
5 2 17 28 51 151 354 1 092
6 3 19 30 54 151 341 886
7 5 22 32 57 151 325 733
8 5 22 33 59 151 308 616
9 5 23 35 62 151 290 525
10 6 24 36 64 151 273 452
11 6 24 37 65 151 256 392
12 6 25 37 65 151 244 343
13 6 25 37 65 151 244 302
14 6 25 37 65 151 244 268
15 6 25 40 65 151 244 244
16 6 25 43 65 151 244 244
17 6 25 45 65 151 244 244
18 6 25 47 65 151 244 244
19 7 25 50 65 151 244 244
20 7 25 52 65 151 244 244
21 7 25 54 65 151 244 244
22 8 25 57 65 151 244 244
23 9 25 59 65 151 244 244
24 9 25 62 65 151 244 244
25 10 25 64 66 151 244 244
26 10 25 67 68 151 244 244
27 11 25 69 70 151 244 244
28 11 25 72 72 151 244 244
29 11 25 74 73 151 244 244
30 12 26 77 76 151 244 244

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 44 177 316 3 278
2 0 11 22 44 177 361 2 458
3 1 10 23 49 172 377 1 858
4 1 13 26 54 169 376 1 435
5 2 16 28 58 168 367 1 135
6 2 18 32 59 167 352 919
7 4 21 36 59 166 335 758
8 6 24 37 59 164 317 636
9 9 30 41 58 163 298 541
10 11 34 42 57 163 280 465
11 10 33 42 57 162 263 403
12 9 32 42 57 161 254 353
13 8 31 42 57 160 254 310
14 8 31 43 58 160 253 275
15 8 31 43 58 159 252 252
16 8 31 43 58 158 251 251
17 8 31 46 58 157 250 250
18 8 31 48 58 156 250 250
19 8 31 51 58 156 249 249
20 9 31 53 58 156 250 250
21 9 31 55 60 156 250 250
22 9 31 58 62 156 250 250
23 9 31 61 63 156 249 249
24 10 31 63 65 155 248 248
25 10 31 66 67 154 248 248
26 10 31 68 69 154 247 247
27 11 31 71 71 153 247 247
28 11 31 73 73 153 246 246
29 12 31 75 75 152 246 246
30 12 31 78 77 152 245 245

3.9   Romanian leu

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

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