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Commission Implementing Regulation (EU) 2024/1289 of 13 May 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 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 2024-05-14
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 26 38 44 65 180 302 3 228
2 26 39 45 66 181 345 2 422
3 26 38 47 70 175 361 1 835
4 25 39 49 73 172 361 1 419
5 25 40 51 74 171 353 1 124
6 26 42 53 77 171 339 910
7 27 43 54 78 170 324 752
8 26 43 54 79 169 307 631
9 26 44 55 81 168 289 536
10 26 44 56 83 168 272 461
11 25 44 56 83 167 259 400
12 25 43 56 82 167 259 349
13 24 43 55 82 166 258 307
14 24 42 54 81 165 258 272
15 23 42 54 81 165 257 257
16 23 41 53 80 164 257 257
17 22 41 53 80 164 256 256
18 22 41 53 80 164 256 256
19 22 40 53 80 164 256 256
20 22 41 53 80 164 256 256
21 22 41 53 80 164 256 256
22 22 41 56 80 164 256 256
23 22 40 59 79 164 256 256
24 22 40 61 79 163 256 256
25 21 40 64 79 163 255 255
26 21 40 66 79 163 255 255
27 21 39 69 78 163 255 255
28 21 39 71 78 162 255 255
29 20 39 73 78 162 254 254
30 20 38 76 78 162 254 254

3.12.   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 0 4 22 136 288 3 063
2 0 1 6 23 137 329 2 297
3 1 1 8 28 133 344 1 742
4 1 3 11 32 131 345 1 350
5 1 4 13 34 131 338 1 072
6 2 4 16 37 131 325 869
7 2 5 19 39 131 311 719
8 2 7 21 42 131 295 603
9 4 7 24 44 131 278 514
10 4 9 27 46 131 262 442
11 4 9 28 48 132 246 383
12 4 10 31 47 131 231 335
13 5 11 34 48 132 224 295
14 5 12 35 47 131 224 261
15 6 13 38 46 130 223 232
16 6 13 41 46 130 222 222
17 6 15 42 48 130 222 222
18 6 15 45 49 130 222 222
19 7 17 48 52 130 222 222
20 7 17 49 53 131 223 223
21 8 18 52 56 131 223 223
22 9 19 54 57 131 223 223
23 9 20 57 59 131 223 223
24 9 20 60 61 131 223 223
25 10 22 61 62 131 223 223
26 10 22 64 64 131 223 223
27 10 24 66 66 133 223 223
28 11 24 68 68 134 223 223
29 11 25 71 70 135 223 223
30 11 26 73 72 136 222 222

3.13.   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 38 50 57 78 192 302 3 222
2 39 51 57 78 193 344 2 414
3 38 51 59 83 188 360 1 830
4 38 52 62 86 185 361 1 418
5 38 53 64 87 184 353 1 125
6 39 55 66 90 184 340 912
7 40 56 67 91 183 325 754
8 39 56 67 92 182 308 634
9 39 57 68 94 181 291 539
10 39 57 69 96 181 274 464
11 38 57 69 96 180 272 402
12 38 56 68 95 179 272 352
13 37 56 68 95 179 271 310
14 37 55 67 94 178 271 274
15 36 55 67 94 178 270 270
16 35 54 66 93 177 269 269
17 35 53 66 93 177 269 269
18 35 53 65 92 176 268 268
19 34 53 65 92 176 268 268
20 34 52 65 92 176 268 268
21 34 52 64 91 175 268 268
22 33 52 64 91 175 267 267
23 33 51 63 90 174 267 267
24 32 50 63 90 174 266 266
25 31 50 64 89 173 265 265
26 30 49 66 88 172 264 264
27 30 48 69 87 171 264 264
28 29 47 71 86 171 263 263
29 28 47 74 86 170 262 262
30 27 46 76 85 169 261 261

3.14.   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 11 23 29 50 165 292 3 113
2 14 26 33 54 168 334 2 336
3 17 30 38 61 167 350 1 773
4 20 33 43 68 167 351 1 375
5 22 37 48 71 168 344 1 092
6 22 38 49 73 167 332 886
7 27 43 54 78 170 317 733
8 26 43 54 79 169 300 616
9 27 45 56 83 170 284 524
10 29 47 59 86 171 267 451
11 30 48 61 88 172 264 392
12 31 49 62 88 173 265 343
13 31 50 62 89 173 265 302
14 32 50 62 89 173 266 267
15 32 50 63 89 174 266 266
16 32 50 62 89 173 266 266
17 32 50 63 89 174 266 266
18 31 50 62 89 173 265 265
19 31 50 62 89 173 265 265
20 31 50 62 89 173 265 265
21 31 50 62 89 173 265 265
22 31 50 62 89 173 265 265
23 31 49 62 88 172 265 265
24 30 49 61 88 172 264 264
25 30 49 62 88 172 264 264
26 30 48 65 87 171 264 264
27 29 48 67 87 171 263 263
28 29 47 70 86 170 263 263
29 28 47 72 86 170 262 262
30 28 46 75 85 169 261 261

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 53 168 303 3 244
2 15 27 33 54 169 345 2 423
3 15 28 36 60 165 360 1 832
4 16 29 39 64 163 360 1 416
5 16 31 42 66 163 352 1 122
6 18 34 45 69 163 338 909
7 19 36 46 70 162 323 751
8 19 37 48 73 162 306 630
9 20 38 49 75 162 289 536
10 20 39 51 77 163 272 461
11 21 39 51 78 163 255 400
12 21 39 52 78 163 255 349
13 21 39 52 79 163 255 307
14 21 39 52 79 163 255 272
15 21 40 52 79 163 255 255
16 21 39 52 78 162 255 255
17 21 39 52 78 163 255 255
18 21 39 52 78 162 255 255
19 21 39 52 78 162 255 255
20 21 39 52 78 163 255 255
21 21 39 53 78 162 255 255
22 21 39 56 78 162 254 254
23 20 39 59 78 162 254 254
24 20 38 61 77 161 254 254
25 19 38 64 77 161 253 253
26 19 37 66 76 160 253 253
27 18 37 68 76 160 252 252
28 18 36 71 75 159 252 252
29 17 36 73 75 159 251 251
30 17 36 76 75 159 251 251

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 88 202 307 3 283
2 50 62 69 89 204 351 2 468
3 52 65 73 96 202 368 1 874
4 53 67 77 101 200 369 1 453
5 55 69 81 104 201 361 1 153
6 57 72 83 108 202 348 935
7 58 75 85 109 201 333 772
8 58 76 86 112 201 315 648
9 59 76 88 114 201 298 551
10 59 77 89 116 201 293 474
11 59 77 90 117 201 293 411
12 59 77 89 116 200 293 359
13 58 76 89 115 200 292 316
14 57 76 88 115 199 291 291
15 56 75 87 114 198 290 290
16 56 74 87 113 197 290 290
17 55 74 86 113 197 289 289
18 55 73 85 112 196 289 289
19 54 73 85 112 196 288 288
20 54 72 84 111 195 287 287
21 53 71 84 110 195 287 287
22 52 71 83 110 194 286 286
23 51 70 82 109 193 285 285
24 50 69 81 108 192 284 284
25 49 68 80 107 191 283 283
26 48 67 79 106 190 282 282
27 48 66 78 105 189 282 282
28 47 65 77 104 188 281 281
29 46 64 76 103 187 280 280
30 45 63 77 102 187 279 279

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 98 119 233 327 3 374
2 84 97 103 124 239 364 2 564
3 86 99 107 130 236 384 1 960
4 87 100 110 135 234 387 1 526
5 90 105 116 139 236 380 1 213
6 93 108 119 143 237 368 986
7 95 112 122 146 238 352 816
8 96 114 124 150 239 334 686
9 98 115 127 153 240 332 584
10 98 117 129 155 241 333 502
11 98 117 129 156 240 333 436
12 98 116 129 155 239 332 381
13 97 115 127 154 238 331 335
14 95 114 126 153 237 329 329
15 94 112 125 151 236 328 328
16 93 111 123 150 234 327 327
17 91 110 122 149 233 325 325
18 90 108 121 147 231 324 324
19 88 107 119 146 230 322 322
20 87 106 118 145 229 321 321
21 86 104 116 143 227 319 319
22 84 102 115 141 226 318 318
23 82 101 113 140 224 316 316
24 80 99 111 138 222 314 314
25 79 97 109 136 220 313 313
26 77 95 108 135 219 311 311
27 75 94 106 133 217 309 309
28 74 92 104 131 215 308 308
29 72 90 103 129 214 306 306
30 70 89 101 128 212 304 304

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 47 162 302 3 223
2 10 22 29 50 164 344 2 412
3 12 25 33 57 162 359 1 826
4 14 27 37 62 161 360 1 413
5 16 30 42 65 162 351 1 120
6 18 33 44 68 162 338 908
7 19 36 46 70 162 323 750
8 20 37 48 73 162 306 629
9 20 38 49 75 162 289 535
10 20 38 51 77 162 272 460
11 20 39 51 78 162 255 399
12 20 39 51 78 162 254 349
13 20 38 50 77 161 254 307
14 19 38 50 77 161 253 272
15 19 37 49 76 160 253 253
16 18 36 49 76 160 252 252
17 18 36 49 75 159 252 252
18 18 36 48 75 159 252 252
19 18 36 49 75 159 251 251
20 18 36 52 75 159 252 252
21 18 36 53 75 160 252 252
22 18 36 56 75 160 252 252
23 18 36 59 75 159 252 252
24 18 36 61 75 159 252 252
25 17 36 64 75 159 251 251
26 17 36 66 75 159 251 251
27 17 36 69 75 159 251 251
28 17 35 71 74 158 251 251
29 17 35 73 74 158 251 251
30 16 35 76 74 158 250 250

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 88 101 107 128 242 336 3 348
2 90 102 108 129 244 356 2 509
3 90 103 111 135 240 373 1 903
4 91 105 115 139 238 374 1 474
5 92 107 118 141 238 366 1 169
6 93 109 120 144 238 352 948
7 95 111 122 146 238 336 783
8 95 112 123 148 238 330 657
9 94 112 124 150 237 329 558
10 94 112 124 151 236 328 480
11 92 111 123 150 234 327 416
12 91 109 122 149 233 325 363
13 89 108 120 147 231 323 323
14 88 106 118 145 229 322 322
15 86 105 117 144 228 320 320
16 84 103 115 142 226 318 318
17 83 101 114 140 225 317 317
18 82 100 112 139 223 315 315
19 80 99 111 138 222 314 314
20 79 98 110 137 221 313 313
21 78 97 109 136 220 312 312
22 77 96 108 135 219 311 311
23 76 94 107 133 218 310 310
24 75 93 106 132 216 309 309
25 74 92 104 131 215 307 307
26 72 91 103 130 214 306 306
27 71 90 102 129 213 305 305
28 70 88 101 128 212 304 304
29 69 87 100 126 211 303 303
30 68 86 99 125 209 302 302

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
1 296 308 314 335 450 544 3 559
2 84 96 103 124 238 374 2 651
3 86 99 107 130 235 389 2 000
4 88 101 111 136 235 389 1 544
5 89 104 115 139 236 380 1 222
6 91 107 118 142 236 366 989
7 93 110 120 144 236 349 816
8 94 111 122 147 237 331 685
9 95 113 124 150 237 330 582
10 95 113 125 152 237 330 500
11 95 114 126 153 237 329 434
12 95 114 126 153 237 329 379
13 96 114 126 153 237 330 333
14 96 115 127 154 238 330 330
15 97 115 127 154 238 331 331
16 97 116 128 155 239 331 331
17 98 117 129 156 240 332 332
18 99 118 130 157 241 333 333
19 100 118 130 157 241 334 334
20 100 118 131 158 242 334 334
21 100 118 131 157 242 334 334
22 99 118 130 157 241 333 333
23 99 117 129 156 240 333 333
24 98 116 128 155 239 332 332
25 96 115 127 154 238 330 330
26 95 114 126 153 237 329 329
27 94 112 125 151 235 328 328
28 92 111 123 150 234 326 326
29 91 109 122 148 233 325 325
30 89 108 120 147 231 323 323

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 11 32 147 287 3 055
2 0 5 11 32 147 329 2 296
3 1 5 14 37 142 345 1 743
4 1 6 16 40 139 346 1 352
5 1 7 18 42 139 338 1 073
6 2 9 20 44 138 326 871
7 2 11 21 45 137 311 720
8 2 11 22 47 137 295 604
9 4 11 24 49 136 279 514
10 4 11 27 50 135 262 442
11 4 12 28 51 135 246 384
12 4 12 31 51 135 231 336
13 5 12 34 51 135 228 296
14 5 12 36 51 135 228 262
15 6 13 38 52 136 228 233
16 6 13 41 52 136 228 228
17 6 15 43 53 137 229 229
18 6 15 45 53 137 230 230
19 7 17 48 54 138 230 230
20 7 17 50 55 139 231 231
21 8 18 52 56 140 232 232
22 9 19 55 57 140 233 233
23 9 20 57 59 141 233 233
24 9 21 60 62 141 234 234
25 10 22 62 64 142 234 234
26 10 22 64 65 142 235 235
27 10 24 66 67 142 235 235
28 11 24 68 69 143 235 235
29 11 26 71 70 143 235 235
30 11 26 73 72 143 235 235

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 57 64 85 199 306 3 273
2 46 58 65 85 200 348 2 444
3 46 59 67 90 195 363 1 849
4 45 59 69 93 192 363 1 430
5 45 60 71 95 192 355 1 133
6 47 62 73 97 191 342 919
7 47 64 74 98 190 326 759
8 47 64 75 100 190 309 637
9 46 64 76 102 189 292 542
10 46 64 76 103 188 280 466
11 45 63 76 102 187 279 404
12 44 62 74 101 185 278 354
13 42 61 73 100 184 276 311
14 41 60 72 99 183 275 275
15 40 59 71 98 182 274 274
16 39 57 70 96 181 273 273
17 38 57 69 96 180 272 272
18 37 56 68 95 179 271 271
19 37 55 67 94 178 271 271
20 36 55 67 94 178 270 270
21 36 54 67 93 177 270 270
22 35 54 66 93 177 269 269
23 35 53 65 92 176 269 269
24 34 52 65 91 176 268 268
25 33 52 64 91 175 267 267
26 33 51 66 90 174 266 266
27 32 50 69 89 174 266 266
28 31 50 71 89 173 265 265
29 31 49 75 88 172 264 264
30 30 48 77 87 172 264 264

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
1 108 120 126 147 262 356 3 421
2 109 121 128 149 263 364 2 570
3 111 124 132 155 261 382 1 953
4 113 126 136 161 260 384 1 516
5 115 129 141 164 261 377 1 206
6 117 133 144 168 262 365 981
7 119 135 146 170 262 354 813
8 119 136 147 172 262 354 685
9 120 137 149 175 262 354 584
10 120 138 150 177 262 354 503
11 119 138 150 177 261 353 438
12 118 137 149 176 260 352 384
13 117 136 148 175 259 351 351
14 116 134 146 173 257 350 350
15 114 132 145 171 256 348 348
16 112 130 143 169 254 346 346
17 110 129 141 168 252 344 344
18 108 127 139 166 250 342 342
19 107 125 137 164 248 340 340
20 105 123 136 162 247 339 339
21 103 122 134 161 245 337 337
22 101 120 132 159 243 335 335
23 100 118 130 157 241 334 334
24 98 116 128 155 239 332 332
25 96 114 127 153 237 330 330
26 94 112 125 151 236 328 328
27 92 111 123 150 234 326 326
28 90 109 121 148 232 324 324
29 89 107 119 146 230 323 323
30 87 105 118 145 229 321 321

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
1 161 173 179 200 315 409 3 501
2 169 181 188 208 323 417 2 635
3 173 186 194 218 323 417 2 007
4 175 189 199 223 323 415 1 559
5 177 192 203 226 323 415 1 239
6 178 194 205 229 323 415 1 006
7 179 195 206 230 322 414 832
8 178 195 206 231 321 413 699
9 177 195 207 233 320 412 594
10 177 195 207 234 319 411 511
11 176 194 206 233 317 410 443
12 174 192 204 231 315 408 408
13 171 190 202 229 313 405 405
14 168 187 199 226 310 402 402
15 165 184 196 223 307 399 399
16 163 181 193 220 304 397 397
17 160 178 190 217 301 394 394
18 157 175 188 214 298 391 391
19 154 172 185 212 296 388 388
20 151 170 182 209 293 385 385
21 148 167 179 206 290 382 382
22 145 164 176 203 287 379 379
23 142 161 173 200 284 376 376
24 139 158 170 197 281 373 373
25 136 154 167 194 278 370 370
26 133 152 164 191 275 367 367
27 130 149 161 188 272 364 364
28 127 146 158 185 269 361 361
29 125 143 155 182 266 359 359
30 122 140 153 179 264 356 356

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 64 179 290 3 093
2 26 38 45 65 180 332 2 323
3 26 39 47 71 176 348 1 764
4 26 40 50 74 174 350 1 368
5 27 42 53 76 173 342 1 086
6 28 44 55 79 173 330 882
7 29 46 56 80 172 315 729
8 28 46 57 82 171 299 612
9 28 46 57 84 171 282 521
10 28 46 58 85 170 266 449
11 28 46 58 85 170 262 389
12 27 46 58 85 169 261 341
13 27 45 58 84 169 261 300
14 27 45 57 84 168 261 266
15 26 45 57 84 168 260 260
16 26 45 57 84 168 260 260
17 26 45 57 84 168 260 260
18 27 45 57 84 168 261 261
19 27 45 58 84 168 261 261
20 27 45 58 85 169 261 261
21 27 46 58 85 169 261 261
22 27 45 58 84 169 261 261
23 27 45 58 84 168 261 261
24 27 45 60 84 168 261 261
25 26 45 62 84 168 260 260
26 26 45 65 84 168 260 260
27 26 44 67 83 167 260 260
28 25 44 70 83 167 259 259
29 25 44 72 83 167 259 259
30 25 43 75 82 166 259 259

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 23 35 42 63 177 296 3 156
2 25 38 44 65 180 339 2 373
3 27 40 48 71 177 355 1 803
4 29 42 52 77 176 357 1 399
5 31 45 56 80 177 350 1 111
6 32 48 59 83 177 337 901
7 34 51 61 86 178 322 745
8 35 52 63 88 178 305 626
9 35 53 65 91 178 288 533
10 36 54 67 93 178 272 458
11 37 55 68 94 179 271 398
12 37 56 68 95 179 271 348
13 37 56 68 95 179 271 306
14 37 56 68 95 179 271 271
15 37 56 68 95 179 271 271
16 37 56 68 95 179 271 271
17 37 56 68 95 179 271 271
18 37 56 68 95 179 271 271
19 38 56 68 95 179 272 272
20 38 56 69 95 180 272 272
21 38 57 69 96 180 272 272
22 38 56 69 96 180 272 272
23 38 56 68 95 179 272 272
24 37 56 68 95 179 271 271
25 37 55 68 94 179 271 271
26 36 55 67 94 178 270 270
27 36 54 69 93 177 270 270
28 35 54 71 93 177 269 269
29 35 53 73 92 176 269 269
30 34 52 76 92 176 268 268

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
1 123 136 142 163 278 371 3 809
2 122 134 140 161 276 396 2 831
3 121 134 142 165 270 412 2 135
4 120 134 144 168 268 412 1 648
5 121 136 147 170 267 403 1 304
6 121 137 148 172 266 388 1 056
7 122 139 149 173 265 370 872
8 121 139 150 175 264 357 732
9 121 139 150 176 263 356 622
10 121 139 151 178 263 355 535
11 120 139 151 178 262 355 465
12 119 138 150 177 261 353 407
13 118 137 149 176 260 352 358
14 117 136 148 175 259 351 351
15 115 134 146 173 257 349 349
16 113 132 144 171 255 347 347
17 111 130 142 169 253 345 345
18 109 128 140 167 251 343 343
19 107 126 138 165 249 341 341
20 105 123 136 163 247 339 339
21 103 121 133 160 244 337 337
22 101 119 131 158 242 335 335
23 98 117 129 156 240 332 332
24 96 115 127 154 238 330 330
25 94 112 125 151 236 328 328
26 92 110 122 149 233 326 326
27 90 108 120 147 231 324 324
28 87 106 118 145 229 321 321
29 85 104 116 143 227 319 319
30 83 102 114 141 225 317 317

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 36 151 298 3 179
2 0 10 17 38 152 340 2 381
3 1 12 21 44 149 355 1 805
4 1 15 25 49 148 356 1 398
5 3 17 28 52 149 348 1 109
6 4 20 31 55 149 336 899
7 6 23 33 57 149 320 743
8 6 24 35 60 149 304 624
9 7 25 36 62 149 287 530
10 7 25 37 64 149 270 456
11 7 25 38 65 149 253 396
12 7 25 38 64 149 241 346
13 7 25 37 64 148 241 304
14 6 25 37 64 148 240 269
15 6 25 39 64 148 240 240
16 6 24 42 63 148 240 240
17 6 25 44 64 148 240 240
18 6 25 46 64 148 240 240
19 7 25 49 64 148 240 240
20 8 25 51 64 148 241 241
21 8 26 53 65 149 241 241
22 9 26 56 65 149 241 241
23 9 26 58 65 149 242 242
24 9 26 61 65 149 242 242
25 10 26 63 65 150 242 242
26 10 26 65 66 150 242 242
27 10 27 67 68 150 242 242
28 11 27 70 70 150 242 242
29 11 27 72 72 150 242 242
30 12 27 76 74 150 242 242

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 29 41 48 69 183 297 3 168
2 30 42 48 69 184 339 2 376
3 29 42 50 73 178 355 1 802
4 28 42 52 76 175 356 1 396
5 28 43 54 77 174 348 1 107
6 30 46 57 81 175 335 898
7 29 46 56 80 172 320 742
8 32 49 60 85 175 303 623
9 32 49 61 87 174 286 530
10 27 45 57 84 169 269 455
11 23 42 54 81 165 257 395
12 20 39 51 78 162 255 345
13 18 37 49 76 160 252 304
14 17 35 47 74 158 250 269
15 15 34 46 73 157 249 249
16 14 32 45 71 156 248 248
17 13 32 44 71 155 247 247
18 13 31 46 70 154 247 247
19 12 31 49 70 154 246 246
20 12 31 51 70 154 246 246
21 12 31 53 70 154 246 246
22 12 31 56 70 154 246 246
23 12 31 58 70 154 246 246
24 12 30 61 69 154 246 246
25 12 30 62 69 153 246 246
26 12 30 65 69 153 246 246
27 12 30 67 69 153 245 245
28 11 30 70 70 153 245 245
29 11 30 72 72 153 245 245
30 12 30 75 74 153 245 245

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
1 214 226 232 253 368 517 5 850
2 210 222 228 249 364 555 4 174
3 204 217 225 248 354 549 3 008
4 199 213 223 247 346 527 2 230
5 195 209 220 244 341 498 1 707
6 191 207 218 242 336 468 1 347
7 188 204 215 239 331 438 1 091
8 184 201 212 237 326 419 903
9 180 197 209 235 322 414 760
10 176 194 206 233 318 410 648
11 172 190 203 229 314 406 558
12 168 186 199 225 309 402 484
13 164 182 195 221 305 398 422
14 160 178 191 217 301 394 394
15 156 175 187 214 298 390 390
16 153 171 183 210 294 387 387
17 149 168 180 207 291 383 383
18 146 164 177 204 288 380 380
19 143 161 174 200 285 377 377
20 140 158 171 197 282 374 374
21 137 155 168 194 279 371 371
22 134 152 165 191 276 368 368
23 131 149 162 188 273 365 365
24 128 147 159 186 270 362 362
25 125 144 156 183 267 359 359
26 122 141 153 180 264 356 356
27 120 138 150 177 261 354 354
28 117 136 148 175 259 351 351
29 115 133 145 172 256 349 349
30 112 131 143 170 254 346 346

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 50 166 305 3 260
2 0 14 25 50 166 346 2 435
3 1 17 28 55 163 362 1 843
4 1 20 31 60 162 362 1 425
5 3 23 36 66 163 354 1 129
6 6 27 39 68 163 341 914
7 8 31 42 70 164 325 755
8 11 34 46 74 164 308 634
9 13 37 50 76 164 290 539
10 14 39 51 77 164 273 463
11 15 41 53 78 164 257 402
12 16 42 54 79 164 256 351
13 17 44 55 80 164 256 309
14 17 44 55 80 163 256 273
15 17 44 56 81 163 256 256
16 17 45 56 81 163 256 256
17 17 45 56 81 163 256 256
18 17 45 56 81 163 256 256
19 17 45 56 81 163 256 256
20 17 45 56 81 164 256 256
21 17 45 56 81 164 256 256
22 17 45 56 81 164 256 256
23 17 45 59 81 164 256 256
24 17 45 61 81 163 256 256
25 17 45 64 81 163 255 255
26 17 45 66 81 163 255 255
27 17 45 69 81 163 255 255
28 17 45 71 81 162 255 255
29 17 45 73 81 162 254 254
30 17 45 76 81 161 254 254

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 12 127 284 3 014
2 0 1 6 12 126 325 2 265
3 1 1 8 15 120 341 1 721
4 1 3 11 18 117 342 1 335
5 1 4 13 20 116 335 1 060
6 2 4 16 23 116 323 860
7 2 5 19 26 116 308 712
8 2 7 21 28 116 292 598
9 4 7 24 30 116 276 509
10 4 9 26 32 116 260 438
11 4 9 28 35 116 245 381
12 4 10 31 37 116 230 333
13 4 11 34 39 116 215 293
14 5 12 35 41 117 209 260
15 6 13 38 43 117 209 231
16 6 13 41 45 117 209 209
17 6 15 42 48 118 210 210
18 6 15 45 49 118 210 210
19 7 17 48 52 119 211 211
20 7 17 49 53 120 211 211
21 7 18 52 56 123 212 212
22 9 19 54 57 124 212 212
23 9 20 57 59 127 212 212
24 9 20 59 61 128 213 213
25 10 22 61 62 129 213 213
26 10 22 64 64 131 213 213
27 10 24 66 66 132 212 212
28 11 24 68 68 133 212 212
29 11 25 71 70 134 212 212
30 11 26 73 72 135 212 212

ANNEX III

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

Currency National insurance market Volatility adjustment (in bps)
Euro Austria 17
Euro Belgium 17
Euro Croatia 17
Euro Cyprus 17
Euro Estonia 17
Euro Finland 17
Euro France 17
Euro Germany 17
Euro Greece 17
Euro Ireland 17
Euro Italy 17
Euro Latvia 17
Euro Lithuania 17
Euro Luxembourg 17
Euro Malta 17
Euro Netherlands 17
Euro Portugal 17
Euro Slovakia 17
Euro Slovenia 17
Euro Spain 17
Czech koruna Czech Republic 10
Danish krone Denmark 20
Forint Hungary 7
Krona Sweden 0
Lev Bulgaria 15
Pound sterling United Kingdom 12
Romanian leu Romania 1
Zloty Poland 9
Króna Iceland 43
Norwegian krone Norway 28
Swiss franc Liechtenstein – 3
Swiss franc Switzerland – 3
Australian dollar Australia 9
Canadian dollar Canada 26
Renminbi-yuan China 1
Hong Kong dollar Hong Kong 3
US dollar United States 35
Yen Japan – 2

ELI: http://data.europa.eu/eli/reg_impl/2024/1289/oj

ISSN 1977-0677 (electronic edition)

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