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Commission Implementing Regulation (EU) 2024/2883 of 18 November 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2024 until 30 December 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 2024-11-19
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 38 50 56 77 190 301 3 215
2 38 50 57 77 191 343 2 405
3 38 51 59 82 186 359 1 823
4 38 51 61 85 183 360 1 413
5 38 53 64 87 183 352 1 121
6 39 54 65 89 182 339 909
7 40 56 67 90 181 324 752
8 39 56 67 92 181 307 631
9 39 57 68 94 180 290 537
10 39 57 69 95 179 273 462
11 38 57 69 95 179 270 401
12 38 56 68 95 178 270 351
13 37 56 68 94 177 269 309
14 37 55 67 94 177 269 273
15 36 55 67 93 176 268 268
16 36 54 66 93 176 267 267
17 35 54 66 92 175 267 267
18 35 53 65 92 175 267 267
19 34 53 65 91 175 266 266
20 34 53 65 91 174 266 266
21 34 52 64 91 174 266 266
22 33 52 64 90 174 265 265
23 33 51 63 90 173 265 265
24 32 51 63 89 172 264 264
25 31 50 64 88 172 263 263
26 31 49 66 88 171 263 263
27 30 48 69 87 170 262 262
28 29 48 71 86 169 261 261
29 28 47 74 85 169 260 260
30 28 46 76 85 168 260 260

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 10 22 29 49 163 292 3 113
2 14 26 32 53 166 334 2 336
3 17 29 38 61 165 350 1 772
4 19 33 43 67 165 351 1 374
5 22 36 47 70 166 343 1 091
6 22 37 48 72 165 331 885
7 26 43 53 77 168 316 732
8 26 43 54 79 167 300 615
9 27 45 56 82 168 283 524
10 29 47 59 85 169 267 451
11 30 48 60 87 170 262 391
12 31 49 61 88 171 262 342
13 31 50 62 88 171 263 301
14 31 50 62 88 172 263 267
15 32 50 62 89 172 264 264
16 31 50 62 88 172 263 263
17 32 50 62 89 172 263 263
18 31 50 62 88 171 263 263
19 31 50 62 88 171 263 263
20 31 50 62 88 171 263 263
21 31 50 62 88 171 263 263
22 31 49 62 88 171 263 263
23 31 49 61 88 171 263 263
24 30 49 61 87 170 262 262
25 30 48 62 87 170 262 262
26 29 48 65 86 170 261 261
27 29 47 67 86 169 261 261
28 28 47 70 85 169 260 260
29 28 46 72 85 168 260 260
30 27 46 74 84 168 259 259

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 53 166 297 3 168
2 15 27 33 54 167 338 2 368
3 15 28 36 59 163 353 1 794
4 16 29 39 63 161 354 1 389
5 16 31 42 65 161 346 1 102
6 18 34 44 68 161 334 894
7 19 36 46 70 161 319 739
8 20 37 47 72 161 302 621
9 20 38 49 75 161 285 528
10 20 39 51 77 161 269 454
11 21 39 51 78 161 253 394
12 21 39 52 78 161 253 345
13 21 40 52 78 161 253 304
14 21 40 52 78 161 253 269
15 21 40 52 78 161 253 253
16 21 39 52 78 161 253 253
17 21 39 52 78 161 253 253
18 21 39 52 78 161 253 253
19 21 39 52 78 161 253 253
20 21 39 52 78 161 253 253
21 21 39 53 78 161 253 253
22 21 39 56 78 161 252 252
23 20 39 58 77 160 252 252
24 20 38 61 77 160 252 252
25 19 38 62 76 159 251 251
26 19 37 65 76 159 251 251
27 18 37 67 75 159 250 250
28 18 36 70 75 158 250 250
29 18 36 72 75 158 249 249
30 17 36 75 74 157 249 249

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 87 200 303 3 234
2 50 62 68 89 202 347 2 434
3 52 65 73 96 200 364 1 851
4 53 67 77 101 199 366 1 436
5 55 69 81 104 200 358 1 140
6 57 72 83 107 200 345 925
7 58 75 85 109 200 330 764
8 58 76 86 111 200 313 642
9 59 76 88 114 200 295 546
10 59 77 89 116 200 291 469
11 59 77 90 116 200 291 407
12 59 77 89 116 199 291 356
13 58 77 89 115 198 290 313
14 57 76 88 114 198 289 289
15 57 75 87 114 197 289 289
16 56 75 87 113 196 288 288
17 56 74 86 112 196 287 287
18 55 73 86 112 195 287 287
19 54 73 85 111 195 286 286
20 54 72 84 111 194 286 286
21 53 72 84 110 193 285 285
22 52 71 83 109 192 284 284
23 52 70 82 108 192 283 283
24 51 69 81 108 191 282 282
25 50 68 80 107 190 282 282
26 49 67 79 106 189 281 281
27 48 66 78 105 188 280 280
28 47 65 78 104 187 279 279
29 46 64 77 103 186 278 278
30 45 64 77 102 185 277 277

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 98 118 232 325 3 336
2 85 97 103 124 237 361 2 542
3 87 99 108 131 235 382 1 947
4 87 101 111 135 233 386 1 516
5 91 105 116 140 235 379 1 207
6 93 109 120 144 237 366 981
7 96 112 123 147 238 351 812
8 97 114 125 150 239 333 683
9 99 116 128 154 240 331 581
10 99 118 130 156 240 332 500
11 99 118 130 156 240 331 434
12 99 117 129 156 239 331 380
13 98 116 128 155 238 330 334
14 96 115 127 153 237 328 328
15 95 113 126 152 235 327 327
16 94 112 124 151 234 325 325
17 92 111 123 149 232 324 324
18 91 109 121 148 231 323 323
19 90 108 120 147 230 321 321
20 88 107 119 145 228 320 320
21 87 105 117 144 227 318 318
22 85 103 116 142 225 317 317
23 83 102 114 140 223 315 315
24 81 100 112 138 222 313 313
25 80 98 110 137 220 312 312
26 78 96 109 135 218 310 310
27 76 95 107 133 216 308 308
28 75 93 105 132 215 306 306
29 73 91 103 130 213 305 305
30 71 90 102 128 211 303 303

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 47 160 297 3 165
2 10 22 29 49 163 338 2 368
3 12 25 33 56 160 353 1 794
4 14 28 37 62 160 354 1 389
5 16 30 42 65 161 346 1 102
6 18 33 44 68 161 334 893
7 19 36 46 70 161 318 738
8 20 37 48 72 161 302 620
9 20 38 49 75 161 285 528
10 20 38 51 77 161 268 454
11 20 39 51 78 161 253 394
12 20 39 51 77 161 252 344
13 20 38 50 77 160 252 303
14 19 38 50 76 159 251 268
15 19 37 49 76 159 251 251
16 18 37 49 75 158 250 250
17 18 36 49 75 158 250 250
18 18 36 48 75 158 250 250
19 18 36 49 75 158 250 250
20 18 36 51 75 158 250 250
21 18 37 53 75 158 250 250
22 18 37 56 75 158 250 250
23 18 36 58 75 158 250 250
24 18 36 60 75 158 250 250
25 18 36 62 75 158 250 250
26 18 36 65 74 158 249 249
27 17 36 67 74 157 249 249
28 17 35 70 74 157 249 249
29 17 35 72 74 157 249 249
30 17 35 75 74 157 248 248

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 88 100 107 127 240 334 3 329
2 89 101 108 128 242 354 2 495
3 90 103 111 134 238 371 1 893
4 91 104 114 138 236 372 1 466
5 92 106 118 141 237 364 1 163
6 93 109 120 143 236 351 943
7 94 111 121 145 236 335 779
8 94 112 122 147 236 328 653
9 94 112 123 149 235 327 556
10 93 112 124 150 234 326 478
11 92 111 123 149 233 324 414
12 91 109 121 148 231 323 362
13 89 108 120 146 229 321 321
14 88 106 118 145 228 319 319
15 86 104 117 143 226 318 318
16 84 103 115 141 224 316 316
17 83 101 113 140 223 315 315
18 82 100 112 139 222 313 313
19 80 99 111 137 221 312 312
20 79 98 110 136 220 311 311
21 78 97 109 135 219 310 310
22 77 96 108 134 217 309 309
23 76 95 107 133 216 308 308
24 75 93 105 132 215 307 307
25 74 92 104 131 214 305 305
26 73 91 103 129 213 304 304
27 71 90 102 128 211 303 303
28 70 89 101 127 210 302 302
29 69 87 100 126 209 301 301
30 68 86 99 125 208 300 300

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
1 292 304 310 331 444 538 3 506
2 85 97 104 124 238 369 2 615
3 86 99 108 131 235 386 1 979
4 88 102 112 136 234 386 1 531
5 90 105 116 139 235 378 1 213
6 92 108 119 143 235 364 983
7 94 111 121 145 236 348 812
8 95 112 123 148 236 330 682
9 96 113 125 151 237 328 580
10 96 114 126 152 236 328 498
11 96 114 126 153 236 328 432
12 96 114 127 153 236 328 378
13 96 115 127 153 236 328 332
14 97 115 127 154 237 329 329
15 97 116 128 154 237 329 329
16 98 116 129 155 238 330 330
17 99 117 129 156 239 331 331
18 99 118 130 156 240 331 331
19 100 118 131 157 240 332 332
20 100 119 131 157 240 332 332
21 100 119 131 157 240 332 332
22 100 118 130 157 240 332 332
23 99 117 129 156 239 331 331
24 98 116 128 155 238 330 330
25 97 115 127 154 237 328 328
26 95 114 126 152 236 327 327
27 94 112 125 151 234 326 326
28 93 111 123 150 233 324 324
29 91 109 122 148 231 323 323
30 90 108 120 147 230 321 321

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 4 11 31 145 288 3 061
2 0 4 11 31 145 329 2 299
3 1 5 13 36 140 345 1 746
4 1 6 15 40 138 346 1 353
5 1 7 18 41 137 339 1 074
6 2 9 20 43 136 326 871
7 2 11 21 45 136 311 720
8 2 11 22 46 135 295 605
9 4 11 24 48 134 279 515
10 4 11 27 50 134 262 443
11 4 12 28 50 134 247 384
12 4 12 31 51 134 231 336
13 5 12 34 51 134 225 296
14 5 12 36 51 134 226 262
15 6 13 38 51 134 226 233
16 6 13 41 52 135 226 226
17 6 15 43 52 135 227 227
18 6 15 45 53 136 228 228
19 7 17 48 54 137 228 228
20 7 17 50 55 138 229 229
21 8 18 52 56 139 230 230
22 9 19 55 57 139 231 231
23 9 20 57 59 140 231 231
24 9 21 60 62 140 232 232
25 10 22 62 64 141 232 232
26 10 22 64 65 141 233 233
27 10 24 66 67 141 233 233
28 11 24 68 69 141 233 233
29 11 26 71 70 142 233 233
30 11 26 73 72 142 234 234

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 63 84 197 300 3 206
2 45 58 64 85 198 341 2 395
3 45 58 66 89 193 357 1 815
4 45 59 68 93 191 358 1 407
5 45 60 71 94 190 351 1 117
6 46 62 73 97 190 338 906
7 47 63 74 97 188 323 749
8 47 64 74 99 188 306 629
9 46 64 75 101 187 289 536
10 46 64 76 102 186 278 461
11 45 63 75 102 185 277 400
12 44 62 74 101 184 276 350
13 43 61 73 100 183 274 308
14 41 60 72 98 182 273 273
15 40 59 71 97 180 272 272
16 39 58 70 96 179 271 271
17 38 57 69 95 178 270 270
18 38 56 68 95 178 269 269
19 37 55 67 94 177 269 269
20 36 55 67 93 177 268 268
21 36 54 67 93 176 268 268
22 35 54 66 92 176 267 267
23 35 53 65 92 175 267 267
24 34 53 65 91 174 266 266
25 34 52 64 90 174 265 265
26 33 51 66 90 173 265 265
27 32 51 69 89 172 264 264
28 31 50 71 88 172 263 263
29 31 49 74 88 171 263 263
30 30 49 76 87 170 262 262

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
1 107 119 126 146 260 353 3 375
2 109 121 127 148 261 359 2 530
3 111 123 132 155 259 376 1 920
4 112 126 136 160 258 378 1 490
5 114 129 140 163 259 371 1 185
6 117 132 143 167 260 358 963
7 119 135 146 170 261 352 797
8 119 137 147 172 261 353 671
9 120 138 149 175 261 353 572
10 120 138 150 177 261 352 493
11 120 138 150 177 260 352 428
12 119 137 150 176 259 351 375
13 118 136 148 175 258 350 350
14 116 135 147 173 256 348 348
15 115 133 145 172 255 347 347
16 113 131 143 170 253 345 345
17 111 130 142 168 251 343 343
18 109 128 140 166 249 341 341
19 108 126 138 164 248 339 339
20 106 124 136 163 246 338 338
21 104 123 135 161 244 336 336
22 102 121 133 159 243 334 334
23 101 119 131 158 241 332 332
24 99 117 129 156 239 330 330
25 97 115 127 154 237 329 329
26 95 113 126 152 235 327 327
27 93 112 124 150 233 325 325
28 91 110 122 148 231 323 323
29 90 108 120 147 230 321 321
30 88 106 118 145 228 320 320

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
1 160 172 179 199 312 406 3 610
2 168 180 187 207 321 414 2 731
3 173 186 194 217 321 414 2 077
4 175 189 198 223 321 413 1 609
5 176 191 202 225 321 413 1 275
6 177 193 204 228 321 412 1 033
7 178 195 205 229 320 412 853
8 178 195 206 231 319 411 715
9 177 195 206 232 318 410 608
10 177 195 207 233 317 409 522
11 175 194 206 232 316 407 452
12 173 192 204 231 314 405 405
13 171 189 202 228 311 403 403
14 168 187 199 225 308 400 400
15 165 184 196 222 306 397 397
16 163 181 193 220 303 394 394
17 160 178 190 217 300 391 391
18 157 175 187 214 297 389 389
19 154 172 185 211 294 386 386
20 151 170 182 208 291 383 383
21 148 167 179 205 288 380 380
22 145 164 176 202 285 377 377
23 142 161 173 199 282 374 374
24 139 158 170 196 279 371 371
25 136 155 167 193 276 368 368
26 133 152 164 190 273 365 365
27 130 149 161 187 270 362 362
28 127 146 158 184 268 359 359
29 125 143 155 182 265 357 357
30 122 140 153 179 262 354 354

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 24 36 43 63 177 289 3 077
2 25 37 44 64 178 331 2 310
3 25 38 47 70 174 347 1 754
4 26 40 49 74 172 348 1 361
5 27 41 52 76 171 341 1 080
6 28 43 54 78 171 328 877
7 29 45 56 79 170 313 725
8 28 45 56 81 170 297 609
9 28 45 57 83 169 281 518
10 28 46 58 84 168 264 446
11 27 46 58 84 168 259 387
12 27 45 58 84 167 259 339
13 27 45 57 84 167 258 298
14 26 45 57 83 167 258 264
15 26 45 57 83 166 258 258
16 26 45 57 83 166 258 258
17 26 45 57 83 166 258 258
18 27 45 57 84 167 258 258
19 27 45 57 84 167 259 259
20 27 45 57 84 167 259 259
21 27 45 58 84 167 259 259
22 27 45 58 84 167 259 259
23 27 45 57 84 167 259 259
24 27 45 60 84 167 258 258
25 26 45 62 83 166 258 258
26 26 44 65 83 166 258 258
27 26 44 67 83 166 258 258
28 25 44 70 82 166 257 257
29 25 44 72 82 165 257 257
30 25 43 74 82 165 257 257

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 62 175 295 3 149
2 25 37 44 64 178 338 2 368
3 27 40 48 71 175 355 1 800
4 28 42 52 76 174 356 1 396
5 30 45 56 79 175 349 1 109
6 32 48 59 83 176 337 900
7 34 51 61 85 176 321 744
8 35 52 63 88 176 305 625
9 35 53 64 90 176 288 532
10 36 54 66 93 177 271 458
11 37 55 67 94 177 269 397
12 37 56 68 94 177 269 347
13 37 56 68 94 177 269 306
14 37 56 68 94 177 269 271
15 37 56 68 94 177 269 269
16 37 56 68 94 177 269 269
17 37 56 68 94 178 269 269
18 38 56 68 95 178 269 269
19 38 56 68 95 178 270 270
20 38 57 69 95 178 270 270
21 38 57 69 95 178 270 270
22 38 57 69 95 178 270 270
23 38 56 68 95 178 270 270
24 38 56 68 94 178 269 269
25 37 55 68 94 177 269 269
26 37 55 67 94 177 268 268
27 36 54 69 93 176 268 268
28 35 54 71 92 176 267 267
29 35 53 73 92 175 267 267
30 34 53 76 91 174 266 266

3.27.   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 36 149 294 3 132
2 0 11 17 38 151 335 2 347
3 1 13 21 44 148 351 1 781
4 1 15 25 49 147 352 1 380
5 3 17 29 52 148 345 1 095
6 5 20 31 55 148 332 888
7 6 23 33 57 148 317 734
8 7 24 35 60 148 301 617
9 7 25 36 62 148 284 525
10 7 25 37 64 148 267 451
11 7 26 38 64 148 251 392
12 7 26 38 64 147 239 342
13 7 25 38 64 147 239 301
14 7 25 37 64 147 239 267
15 7 25 39 64 147 238 238
16 6 25 41 63 146 238 238
17 6 25 44 63 147 238 238
18 7 25 46 64 147 238 238
19 7 25 48 64 147 239 239
20 8 26 51 64 147 239 239
21 8 26 53 65 148 239 239
22 9 26 56 65 148 240 240
23 9 26 57 65 148 240 240
24 9 27 60 65 148 240 240
25 10 27 62 65 148 240 240
26 10 27 65 66 148 240 240
27 10 27 67 68 149 240 240
28 11 27 70 70 149 240 240
29 11 27 72 72 149 240 240
30 12 27 74 74 149 240 240

3.28.   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 47 68 181 295 3 144
2 29 41 48 68 182 336 2 355
3 28 41 49 72 177 352 1 786
4 28 41 51 75 174 353 1 384
5 28 42 54 77 173 345 1 098
6 30 46 57 81 173 333 890
7 29 45 56 80 170 317 736
8 32 49 60 85 173 301 618
9 31 49 60 86 172 284 526
10 27 45 57 83 168 267 452
11 23 42 54 80 164 255 392
12 20 39 51 78 161 252 343
13 18 37 49 75 158 250 302
14 17 35 47 74 157 248 267
15 15 34 46 72 155 247 247
16 14 32 45 71 154 246 246
17 13 32 44 70 153 245 245
18 13 31 46 70 153 244 244
19 12 31 48 69 152 244 244
20 12 31 51 69 152 244 244
21 12 31 53 69 153 244 244
22 12 31 56 69 152 244 244
23 12 31 57 69 152 244 244
24 12 31 60 69 152 244 244
25 12 30 62 69 152 244 244
26 12 30 65 69 152 244 244
27 12 30 67 69 152 243 243
28 12 30 70 70 152 243 243
29 11 30 72 72 152 243 243
30 12 30 74 74 151 243 243

3.29.   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
1 223 235 242 262 376 487 5 473
2 217 229 236 256 369 525 3 915
3 210 223 231 254 358 531 2 876
4 204 218 228 252 350 519 2 171
5 199 214 225 248 344 498 1 686
6 195 211 222 246 338 473 1 345
7 192 208 219 243 333 447 1 096
8 187 204 215 240 329 421 911
9 183 201 212 238 324 416 768
10 179 197 209 236 320 412 655
11 175 194 206 232 316 407 564
12 171 190 202 228 311 403 490
13 167 186 198 224 307 399 428
14 163 182 194 220 303 395 395
15 159 178 190 216 299 391 391
16 156 174 186 213 296 388 388
17 152 171 183 209 292 384 384
18 149 167 180 206 289 381 381
19 146 164 176 203 286 378 378
20 143 161 173 200 283 375 375
21 140 158 170 197 280 372 372
22 137 155 167 194 277 368 368
23 134 152 164 191 274 365 365
24 131 149 161 188 271 362 362
25 128 146 158 185 268 360 360
26 125 143 155 182 265 357 357
27 122 141 153 179 262 354 354
28 120 138 150 176 260 351 351
29 117 135 148 174 257 349 349
30 114 133 145 171 255 346 346

3.30.   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 50 165 300 3 199
2 0 14 25 50 165 341 2 392
3 1 17 28 54 162 357 1 812
4 2 20 31 60 161 357 1 404
5 3 23 36 65 162 350 1 113
6 6 27 39 67 162 337 903
7 8 31 42 70 162 321 746
8 11 35 46 74 162 305 626
9 13 38 50 76 162 288 533
10 14 40 51 77 162 271 458
11 15 41 53 78 162 254 398
12 16 42 54 79 162 254 348
13 17 44 55 80 162 254 306
14 17 44 55 80 162 254 271
15 17 45 56 81 162 254 254
16 18 45 56 81 162 254 254
17 18 45 56 81 162 254 254
18 18 45 56 81 162 254 254
19 18 45 56 81 162 254 254
20 18 45 56 81 162 254 254
21 18 45 56 81 163 254 254
22 18 45 56 81 162 254 254
23 18 45 59 81 162 254 254
24 18 45 61 81 162 254 254
25 18 45 64 81 162 254 254
26 18 45 66 81 162 253 253
27 18 45 68 81 161 253 253
28 18 45 71 81 161 253 253
29 18 45 73 81 161 252 252
30 18 45 76 81 160 252 252

3.31.   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 11 125 284 3 023
2 0 1 6 12 124 326 2 272
3 1 1 8 15 119 341 1 725
4 1 3 11 18 116 343 1 338
5 1 4 13 20 115 335 1 062
6 2 4 16 23 115 323 862
7 2 5 19 26 115 309 713
8 2 7 21 28 114 293 599
9 4 7 24 30 115 276 510
10 4 9 26 32 115 260 439
11 4 9 28 35 115 245 381
12 4 10 31 37 115 230 333
13 4 11 34 39 115 216 294
14 5 12 35 41 115 207 260
15 6 13 38 43 116 207 231
16 6 13 41 46 116 208 208
17 6 15 42 48 116 208 208
18 6 15 45 49 117 209 209
19 7 17 48 52 119 209 209
20 7 17 49 53 122 210 210
21 8 18 52 56 123 210 210
22 9 19 54 57 124 211 211
23 9 20 57 59 127 211 211
24 9 20 59 61 128 211 211
25 10 22 61 62 130 211 211
26 10 22 64 64 131 211 211
27 10 24 66 66 132 211 211
28 11 24 68 68 133 211 211
29 11 25 71 70 135 211 211
30 11 26 73 72 135 211 211

ANNEX III

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

Currency National insurance market Volatility adjustment (in bps)
Euro Austria 21
Euro Belgium 21
Euro Croatia 21
Euro Cyprus 21
Euro Estonia 21
Euro Finland 21
Euro France 21
Euro Germany 21
Euro Greece 21
Euro Ireland 21
Euro Italy 21
Euro Latvia 21
Euro Lithuania 21
Euro Luxembourg 21
Euro Malta 21
Euro Netherlands 21
Euro Portugal 21
Euro Slovakia 21
Euro Slovenia 21
Euro Spain 21
Czech koruna Czech Republic 16
Danish krone Denmark 19
Forint Hungary 7
Krona Sweden 0
Lev Bulgaria 18
Pound sterling United Kingdom 17
Romanian leu Romania 3
Zloty Poland 12
Króna Iceland 47
Norwegian krone Norway 34
Swiss franc Liechtenstein –3
Swiss franc Switzerland –3
Australian dollar Australia 19
Canadian dollar Canada 21
Renminbi-yuan China 8
Hong Kong dollar Hong Kong 2
US dollar United States 40
Yen Japan 5

ELI: http://data.europa.eu/eli/reg_impl/2024/2883/oj

ISSN 1977-0677 (electronic edition)

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