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Commission Implementing Regulation (EU) 2024/456 of 7 February 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2023 until 30 March 2024 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

Type Implementing Regulation
Publication 2024-02-08
State In force
Text As published
Department European Commission, FISMA
Source EUR-Lex
articles 2

This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.

Reform history JSON API
Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 11 23 30 50 166 298 3 062
2 14 27 33 54 169 339 2 300
3 17 30 38 62 168 355 1 749
4 20 34 44 68 168 356 1 358
5 22 37 48 71 169 348 1 080
6 22 38 49 73 167 335 878
7 27 44 54 78 171 320 727
8 26 43 54 80 170 303 612
9 27 45 57 83 171 287 522
10 29 47 59 86 172 270 450
11 30 49 61 88 173 265 391
12 31 49 62 89 173 266 342
13 31 50 62 89 174 266 302
14 32 50 63 90 174 267 267
15 32 51 63 90 174 267 267
16 32 50 63 90 174 267 267
17 32 51 63 90 174 267 267
18 32 50 62 89 174 267 267
19 31 50 62 89 174 266 266
20 31 50 62 89 174 266 266
21 31 50 62 89 174 266 266
22 31 50 62 89 174 266 266
23 31 49 62 89 173 266 266
24 31 49 61 88 173 266 266
25 30 49 64 88 172 265 265
26 30 48 66 87 172 265 265
27 29 48 69 87 171 264 264
28 29 47 71 86 171 264 264
29 28 47 74 86 170 263 263
30 28 46 76 85 170 263 263

3.15.   Canadian dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 14 26 32 53 168 307 3 164
2 15 27 33 54 169 348 2 367
3 15 28 36 60 165 362 1 790
4 15 29 39 64 163 361 1 385
5 16 31 42 66 163 352 1 098
6 18 34 45 69 163 339 891
7 19 36 46 71 163 323 738
8 19 37 48 73 163 306 620
9 20 38 49 76 163 289 528
10 20 39 51 78 163 272 455
11 21 39 51 78 163 256 395
12 21 39 52 79 163 256 346
13 21 39 52 79 163 256 304
14 21 39 52 79 163 256 270
15 21 39 52 79 163 256 256
16 21 39 52 79 163 256 256
17 21 39 52 79 163 256 256
18 21 39 52 79 163 256 256
19 21 39 52 79 163 256 256
20 21 39 52 79 163 256 256
21 21 39 55 79 163 256 256
22 20 39 56 78 163 255 255
23 20 39 59 78 162 255 255
24 20 38 61 77 162 255 255
25 19 38 64 77 161 254 254
26 19 37 66 76 161 254 254
27 18 37 69 76 161 253 253
28 18 36 71 76 160 253 253
29 17 36 74 75 160 252 252
30 17 35 76 75 159 252 252

3.16.   Chilean peso

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 48 60 67 88 203 315 3 258
2 50 62 69 89 205 357 2 434
3 52 65 73 97 202 372 1 843
4 53 67 77 101 201 371 1 428
5 55 69 81 104 202 363 1 134
6 57 73 84 108 202 349 921
7 58 75 85 110 202 333 762
8 58 76 86 112 202 316 641
9 59 76 88 114 202 298 546
10 59 77 89 116 202 294 470
11 59 77 90 117 202 294 408
12 58 77 89 116 201 294 357
13 58 76 89 116 200 293 314
14 57 76 88 115 200 292 292
15 56 75 87 114 199 291 291
16 56 74 87 114 198 291 291
17 55 74 86 113 198 290 290
18 55 73 85 112 197 290 290
19 54 73 85 112 196 289 289
20 53 72 84 111 196 288 288
21 53 71 84 111 195 288 288
22 52 71 83 110 194 287 287
23 51 70 82 109 193 286 286
24 50 69 81 108 193 285 285
25 49 68 80 107 192 284 284
26 48 67 79 106 191 283 283
27 47 66 78 105 190 282 282
28 47 65 77 104 189 282 282
29 46 64 76 103 188 281 281
30 45 63 79 103 187 280 280

3.17.   Colombian peso

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 79 91 98 119 234 329 3 414
2 84 97 103 124 239 375 2 567
3 86 99 107 130 236 392 1 952
4 86 100 110 135 234 393 1 516
5 90 104 116 139 237 385 1 205
6 92 108 119 143 238 371 979
7 95 111 122 146 238 354 811
8 96 113 124 149 240 337 683
9 97 115 127 153 241 333 582
10 98 116 128 155 241 333 501
11 98 116 129 156 241 333 435
12 97 116 128 155 240 332 381
13 96 115 127 154 239 331 335
14 95 113 126 153 237 330 330
15 93 112 124 151 236 328 328
16 92 111 123 150 234 327 327
17 91 109 122 149 233 326 326
18 89 108 120 147 232 324 324
19 88 107 119 146 230 323 323
20 87 105 117 144 229 322 322
21 85 104 116 143 227 320 320
22 83 102 114 141 226 318 318
23 82 100 113 140 224 317 317
24 80 99 111 138 222 315 315
25 78 97 109 136 221 313 313
26 77 95 107 134 219 312 312
27 75 93 106 133 217 310 310
28 73 92 104 131 216 308 308
29 72 90 102 129 214 307 307
30 70 88 101 128 212 305 305

3.18.   Hong Kong dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 8 20 26 47 162 307 3 164
2 10 22 29 50 165 347 2 360
3 12 25 33 57 162 361 1 786
4 14 27 37 62 162 361 1 384
5 16 30 42 65 163 352 1 099
6 18 33 44 68 163 339 892
7 19 36 46 71 163 324 738
8 19 37 48 73 163 307 621
9 20 38 49 76 163 289 529
10 20 38 51 77 163 272 455
11 20 39 51 78 163 256 395
12 20 39 51 78 163 255 346
13 20 38 51 77 162 255 305
14 19 38 50 77 161 254 270
15 19 37 49 76 161 254 254
16 18 36 49 76 160 253 253
17 18 36 48 75 160 253 253
18 17 36 48 75 160 252 252
19 17 36 50 75 160 252 252
20 18 36 52 75 160 253 253
21 18 36 55 75 160 253 253
22 18 36 57 75 160 253 253
23 18 36 59 75 160 253 253
24 17 36 62 75 160 252 252
25 17 36 64 75 160 252 252
26 17 36 67 75 159 252 252
27 17 35 69 75 159 252 252
28 17 35 71 74 159 252 252
29 16 35 74 74 159 251 251
30 16 35 77 75 159 251 251

3.19.   Indian rupee

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 89 101 107 128 244 338 3 307
2 90 102 109 129 245 364 2 485
3 90 103 112 135 241 380 1 888
4 91 105 115 139 239 381 1 465
5 92 107 118 142 239 372 1 164
6 93 109 120 144 239 359 945
7 95 111 122 146 239 342 782
8 95 112 123 148 239 331 658
9 94 112 124 150 238 330 560
10 94 112 124 151 237 329 483
11 92 111 123 150 235 328 419
12 91 109 122 149 233 326 367
13 89 108 120 147 232 324 324
14 88 106 119 145 230 323 323
15 86 105 117 144 228 321 321
16 84 103 115 142 227 319 319
17 83 101 114 141 225 318 318
18 82 100 112 139 224 317 317
19 80 99 111 138 223 315 315
20 79 98 110 137 222 314 314
21 78 97 109 136 221 313 313
22 77 96 108 135 219 312 312
23 76 94 107 134 218 311 311
24 75 93 106 132 217 310 310
25 73 92 104 131 216 308 308
26 72 91 103 130 215 307 307
27 71 90 102 129 213 306 306
28 70 88 101 128 212 305 305
29 69 87 100 127 211 304 304
30 68 86 99 125 210 303 303

3.20.   Mexican peso

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 298 310 316 337 452 547 3 519
2 84 96 103 123 239 380 2 611
3 85 98 107 130 236 394 1 968
4 87 101 111 135 235 392 1 520
5 89 104 115 138 236 382 1 204
6 91 107 118 142 237 368 976
7 93 110 120 144 237 351 807
8 94 111 122 147 238 332 678
9 95 112 124 150 238 330 577
10 95 113 125 152 238 330 497
11 95 113 126 153 238 330 431
12 95 114 126 153 238 330 377
13 95 114 126 153 238 330 331
14 96 114 127 154 238 331 331
15 96 115 127 154 239 331 331
16 97 116 128 155 240 332 332
17 98 117 129 156 240 333 333
18 99 117 130 157 241 334 334
19 100 118 130 157 242 335 335
20 100 118 131 158 242 335 335
21 100 118 131 158 242 335 335
22 99 118 130 157 242 334 334
23 99 117 129 156 241 334 334
24 98 116 128 155 240 333 333
25 96 115 127 154 239 331 331
26 95 114 126 153 238 330 330
27 94 112 125 152 236 329 329
28 92 111 123 150 235 327 327
29 91 109 122 149 233 326 326
30 89 108 120 147 232 324 324

3.21.   New Taiwan dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 5 12 32 148 292 2 997
2 0 5 11 32 148 332 2 249
3 1 5 14 37 143 347 1 708
4 1 6 16 40 140 348 1 326
5 1 7 18 42 139 340 1 054
6 2 9 20 44 139 327 856
7 2 11 21 45 138 312 709
8 2 11 22 47 137 296 596
9 4 11 24 49 136 279 508
10 4 11 27 50 136 263 438
11 4 12 29 51 136 247 380
12 4 12 31 51 136 232 333
13 5 12 34 51 136 229 294
14 5 12 37 52 136 229 260
15 6 13 38 52 137 229 232
16 6 13 41 52 137 229 229
17 6 15 44 53 137 230 230
18 6 15 45 53 138 231 231
19 7 16 48 54 139 231 231
20 7 17 51 55 140 232 232
21 8 18 53 56 141 233 233
22 9 18 55 58 141 234 234
23 9 20 58 60 142 234 234
24 9 20 60 61 142 235 235
25 10 22 63 63 143 235 235
26 10 22 65 65 143 236 236
27 10 23 68 67 143 236 236
28 11 24 70 69 143 236 236
29 11 25 72 71 144 236 236
30 12 26 75 73 144 236 236

3.22.   New Zealand dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 45 58 64 85 200 311 3 211
2 46 58 65 86 201 351 2 393
3 46 59 67 90 196 365 1 811
4 45 59 69 94 193 365 1 402
5 46 60 72 95 192 356 1 113
6 47 62 73 98 192 343 903
7 47 64 74 98 191 327 747
8 47 64 75 100 190 310 628
9 47 64 76 102 190 293 535
10 46 64 76 103 189 281 461
11 45 63 76 103 187 280 401
12 44 62 75 102 186 279 351
13 42 61 73 100 185 277 309
14 41 60 72 99 184 276 276
15 40 59 71 98 183 275 275
16 39 57 70 97 181 274 274
17 38 57 69 96 180 273 273
18 37 56 68 95 180 272 272
19 37 55 67 94 179 272 272
20 36 55 67 94 178 271 271
21 36 54 66 93 178 271 271
22 35 54 66 93 177 270 270
23 34 53 65 92 177 269 269
24 34 52 65 92 176 269 269
25 33 52 65 91 175 268 268
26 32 51 68 90 175 267 267
27 32 50 70 89 174 267 267
28 31 50 73 89 173 266 266
29 30 49 75 88 173 265 265
30 30 48 77 88 172 265 265

3.23.   Rand

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 108 120 127 147 263 357 3 364
2 109 122 128 149 264 368 2 519
3 111 124 132 156 262 385 1 913
4 113 126 137 161 261 386 1 486
5 115 129 141 164 262 378 1 183
6 117 133 144 168 262 365 963
7 119 135 146 170 263 355 800
8 119 136 147 173 263 355 674
9 119 137 149 175 263 355 576
10 119 138 150 177 262 355 497
11 119 137 150 177 262 354 432
12 118 137 149 176 260 353 379
13 117 135 148 175 259 352 352
14 115 134 146 173 258 350 350
15 114 132 144 171 256 349 349
16 111 130 142 169 254 346 346
17 110 128 141 167 252 345 345
18 108 126 139 166 250 343 343
19 106 125 137 164 248 341 341
20 104 123 135 162 247 339 339
21 103 121 134 161 245 338 338
22 101 119 132 159 243 336 336
23 99 118 130 157 241 334 334
24 97 116 128 155 240 332 332
25 95 114 126 153 238 330 330
26 93 112 124 151 236 328 328
27 92 110 122 149 234 327 327
28 90 108 121 148 232 325 325
29 88 107 119 146 231 323 323
30 86 105 117 144 229 321 321

3.24.   Real

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 161 173 180 201 316 410 3 462
2 169 182 188 209 324 418 2 593
3 174 187 195 218 324 418 1 970
4 176 190 200 224 324 417 1 530
5 177 192 203 227 324 417 1 217
6 178 194 205 229 324 416 989
7 179 196 206 230 323 415 819
8 178 195 206 232 322 414 689
9 178 195 207 233 321 414 587
10 177 195 208 234 320 413 505
11 176 194 207 234 318 411 439
12 174 192 205 232 316 409 409
13 171 190 202 229 314 406 406
14 168 187 199 226 311 403 403
15 166 184 196 223 308 401 401
16 163 181 194 220 305 398 398
17 160 178 191 218 302 395 395
18 157 175 188 215 299 392 392
19 154 173 185 212 296 389 389
20 151 170 182 209 294 386 386
21 148 167 179 206 291 383 383
22 145 164 176 203 288 380 380
23 142 161 173 200 285 377 377
24 139 158 170 197 281 374 374
25 136 155 167 194 278 371 371
26 133 152 164 191 275 368 368
27 130 149 161 188 273 365 365
28 127 146 158 185 270 362 362
29 125 143 155 182 267 360 360
30 122 140 153 180 264 357 357

3.25.   Renminbi-yuan

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 25 37 44 65 180 296 3 045
2 26 38 45 66 181 337 2 286
3 26 39 48 71 177 353 1 738
4 27 40 50 75 175 354 1 350
5 27 42 53 77 174 346 1 074
6 28 44 55 79 174 334 873
7 29 46 56 81 173 318 723
8 29 46 57 82 172 302 609
9 28 46 58 84 172 285 519
10 28 46 59 85 171 268 447
11 28 46 59 86 170 263 389
12 27 46 58 85 170 262 340
13 27 46 58 85 169 262 300
14 27 45 58 84 169 262 266
15 26 45 57 84 169 261 261
16 26 45 57 84 169 261 261
17 27 45 57 84 169 262 262
18 27 45 58 84 169 262 262
19 27 45 58 85 169 262 262
20 27 46 58 85 169 262 262
21 27 46 58 85 169 262 262
22 27 45 58 85 169 262 262
23 27 45 59 85 169 262 262
24 27 45 61 84 169 262 262
25 26 45 64 84 169 261 261
26 26 45 66 84 168 261 261
27 26 44 69 83 168 261 261
28 25 44 71 83 168 260 260
29 25 44 74 83 167 260 260
30 25 43 76 82 167 260 260

3.26.   Ringgit

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 24 36 42 63 178 302 3 109
2 26 38 44 65 180 344 2 338
3 27 40 48 72 178 360 1 778
4 29 42 52 77 177 361 1 381
5 31 45 57 80 177 353 1 098
6 32 48 59 83 178 340 892
7 34 51 62 86 178 325 739
8 35 52 63 88 178 308 622
9 35 53 65 91 179 291 530
10 36 54 67 93 179 274 456
11 37 55 68 95 179 272 397
12 37 56 68 95 180 272 347
13 37 56 68 95 180 272 306
14 37 56 68 95 180 272 272
15 37 56 68 95 180 272 272
16 37 56 68 95 179 272 272
17 37 56 68 95 180 272 272
18 37 56 68 95 180 272 272
19 38 56 68 95 180 273 273
20 38 56 69 96 180 273 273
21 38 57 69 96 180 273 273
22 38 56 69 96 180 273 273
23 38 56 69 95 180 273 273
24 37 56 68 95 180 272 272
25 37 55 68 95 179 272 272
26 36 55 68 94 179 271 271
27 36 54 70 94 178 271 271
28 35 54 73 93 177 270 270
29 35 53 75 92 177 270 270
30 34 52 77 92 176 269 269

3.27.   Russian rouble

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 123 135 142 162 278 372 3 712
2 121 133 140 161 276 400 2 766
3 120 133 141 165 271 415 2 087
4 120 134 144 168 268 414 1 611
5 120 135 146 170 267 403 1 274
6 121 136 147 172 266 387 1 032
7 121 138 148 173 265 369 852
8 121 138 149 174 265 357 715
9 120 138 150 176 264 356 609
10 120 138 151 177 263 356 524
11 120 138 151 178 262 355 455
12 119 137 150 177 261 354 398
13 118 136 149 176 260 353 353
14 117 135 147 174 259 352 352
15 115 133 146 172 257 350 350
16 113 131 144 171 255 348 348
17 110 129 141 168 253 345 345
18 108 127 139 166 251 343 343
19 106 125 137 164 249 341 341
20 104 123 135 162 247 339 339
21 102 121 133 160 244 337 337
22 100 118 131 158 242 335 335
23 98 116 129 155 240 333 333
24 95 114 126 153 238 330 330
25 93 112 124 151 236 328 328
26 91 110 122 149 233 326 326
27 89 107 120 147 231 324 324
28 87 105 118 145 229 322 322
29 85 103 116 143 227 320 320
30 83 101 114 141 225 318 318

3.28.   Singapore dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 9 15 36 151 302 3 110
2 0 10 17 38 153 342 2 324
3 1 12 21 44 150 357 1 761
4 1 14 25 49 149 357 1 365
5 2 17 28 52 149 348 1 084
6 4 20 31 55 150 335 881
7 6 23 33 57 150 320 729
8 6 24 35 60 150 303 613
9 7 24 36 62 150 286 522
10 7 25 37 64 150 269 450
11 7 25 38 65 149 253 391
12 7 25 38 65 149 242 342
13 6 25 37 64 149 241 301
14 6 25 37 64 149 241 267
15 6 25 40 64 148 241 241
16 6 24 42 64 148 241 241
17 6 24 44 64 148 241 241
18 6 24 47 64 148 241 241
19 7 25 49 64 149 241 241
20 8 25 52 64 149 242 242
21 8 26 54 65 149 242 242
22 9 26 56 65 150 242 242
23 9 26 59 65 150 243 243
24 9 26 61 65 150 243 243
25 10 26 64 66 150 243 243
26 10 26 66 67 150 243 243
27 11 26 69 68 150 243 243
28 11 26 71 70 150 243 243
29 11 26 74 72 150 243 243
30 12 26 76 73 150 243 243

3.29.   South Korean won

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 30 42 48 69 184 303 3 123
2 30 42 49 69 185 344 2 336
3 29 42 50 74 179 358 1 770
4 28 42 52 76 176 359 1 373
5 28 43 54 78 175 350 1 090
6 31 46 57 82 176 337 885
7 29 46 56 80 173 321 733
8 32 50 60 86 176 305 616
9 32 50 61 87 175 288 525
10 27 45 58 84 170 271 452
11 23 42 54 81 166 259 393
12 20 39 51 78 163 256 344
13 18 37 49 76 161 253 303
14 17 35 47 74 159 252 268
15 15 34 46 73 158 250 250
16 14 32 45 72 156 249 249
17 13 32 45 71 155 248 248
18 12 31 47 70 155 247 247
19 12 31 49 70 155 247 247
20 12 31 52 70 155 247 247
21 12 31 55 70 155 247 247
22 12 31 56 70 154 247 247
23 12 31 59 70 154 247 247
24 12 30 61 70 154 247 247
25 12 30 64 70 154 247 247
26 12 30 66 69 154 247 247
27 11 30 69 69 154 246 246
28 11 30 71 70 154 246 246
29 11 30 74 72 154 246 246
30 12 30 76 73 153 246 246

3.30.   Turkish lira

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 209 221 228 249 364 476 5 128
2 206 218 225 245 361 525 3 766
3 201 214 222 245 351 527 2 758
4 197 210 220 245 344 510 2 068
5 192 207 218 242 339 486 1 599
6 189 205 216 240 335 459 1 272
7 186 203 213 237 330 433 1 038
8 182 199 210 235 326 418 865
9 178 196 207 234 321 414 733
10 174 192 205 231 317 410 629
11 170 189 201 228 313 406 544
12 166 185 197 224 309 401 474
13 162 181 193 220 305 397 416
14 158 177 189 216 301 393 393
15 155 173 186 213 297 390 390
16 151 170 182 209 294 386 386
17 148 166 179 206 290 383 383
18 145 163 176 202 287 380 380
19 142 160 172 199 284 377 377
20 139 157 170 196 281 374 374
21 136 154 167 193 278 371 371
22 133 151 164 191 275 368 368
23 130 148 161 188 272 365 365
24 127 145 158 185 269 362 362
25 124 143 155 182 266 359 359
26 121 140 152 179 264 356 356
27 119 137 150 176 261 354 354
28 116 135 147 174 258 351 351
29 114 132 144 171 256 349 349
30 111 130 142 169 254 346 346

3.31.   US dollar

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 14 25 50 167 309 3 187
2 0 14 25 50 167 349 2 374
3 1 17 28 55 164 363 1 796
4 1 20 31 60 163 362 1 391
5 3 23 36 66 163 354 1 104
6 6 27 39 68 164 340 896
7 8 31 42 70 164 324 741
8 11 34 46 74 164 307 623
9 13 37 50 76 164 290 531
10 14 39 51 77 164 273 457
11 15 41 53 78 164 257 397
12 16 42 54 79 164 257 347
13 17 43 55 80 164 257 306
14 17 44 55 81 164 257 271
15 17 44 56 81 164 257 257
16 17 45 56 81 164 256 256
17 17 45 56 81 164 257 257
18 17 45 56 81 164 257 257
19 17 45 56 81 164 257 257
20 17 45 56 81 164 257 257
21 17 45 56 81 164 257 257
22 17 45 57 81 164 257 257
23 17 45 59 81 164 257 257
24 17 45 62 81 164 257 257
25 17 45 64 81 164 256 256
26 17 45 66 81 164 256 256
27 17 45 69 81 163 256 256
28 17 45 71 81 163 256 256
29 17 45 74 81 163 255 255
30 17 45 76 81 162 255 255

3.32.   Yen

Duration (in years) Credit quality step 0 Credit quality step 1 Credit quality step 2 Credit quality step 3 Credit quality step 4 Credit quality step 5 Credit quality step 6
1 0 0 4 12 128 288 2 956
2 0 1 6 13 127 328 2 220
3 1 1 8 16 121 344 1 687
4 1 3 11 18 118 344 1 310
5 1 4 13 21 117 337 1 042
6 2 4 16 23 117 324 848
7 2 6 19 26 116 310 703
8 2 6 21 29 116 294 591
9 4 7 24 30 116 278 504
10 4 9 27 33 116 261 435
11 4 9 29 35 117 246 378
12 4 9 31 37 117 231 331
13 5 11 34 40 117 216 292
14 5 11 37 42 117 210 259
15 6 13 38 44 117 210 231
16 6 13 41 45 118 210 210
17 6 15 44 47 118 211 211
18 6 15 45 50 119 211 211
19 7 16 48 51 122 212 212
20 7 17 51 54 123 212 212
21 7 18 52 55 125 213 213
22 9 18 55 58 127 213 213
23 9 20 57 59 128 213 213
24 9 20 60 61 130 213 213
25 10 21 62 63 132 213 213
26 10 22 65 65 133 213 213
27 10 23 67 67 133 213 213
28 11 24 69 68 135 213 213
29 11 25 72 70 136 213 213
30 12 25 75 72 137 213 213

ANNEX III

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

Currency National insurance market Volatility adjustment (in bps)
Euro Austria 20
Euro Belgium 20
Euro Croatia 20
Euro Cyprus 20
Euro Estonia 20
Euro Finland 20
Euro France 20
Euro Germany 20
Euro Greece 20
Euro Ireland 20
Euro Italy 20
Euro Latvia 20
Euro Lithuania 20
Euro Luxembourg 20
Euro Malta 20
Euro Netherlands 20
Euro Portugal 20
Euro Slovakia 20
Euro Slovenia 20
Euro Spain 20
Czech koruna Czech Republic 15
Danish krone Denmark 23
Forint Hungary 9
Krona Sweden 2
Lev Bulgaria 32
Pound sterling United Kingdom 19
Romanian leu Romania 12
Zloty Poland 14
Króna Iceland 53
Norwegian krone Norway 27
Swiss franc Liechtenstein -3
Swiss franc Switzerland -3
Australian dollar Australia 17
Canadian dollar Canada 27
Renminbi-yuan China 7
Hong Kong dollar Hong Kong 4
US dollar United States 47
Yen Japan -1

ELI: http://data.europa.eu/eli/reg_impl/2024/456/oj

ISSN 1977-0677 (electronic edition)

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