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Commission Implementing Regulation (EU) 2020/193Show full title

Commission Implementing Regulation (EU) 2020/193 of 12 February 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2019 until 30 March 2020 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)

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When the UK left the EU, legislation.gov.uk published EU legislation that had been published by the EU up to IP completion day (31 December 2020 11.00 p.m.). On legislation.gov.uk, these items of legislation are kept up-to-date with any amendments made by the UK since then.

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

CurrencyNational insurance marketVolatility adjustment (in bps)
EuroAustria7
EuroBelgium7
EuroCyprus7
EuroEstonia7
EuroFinland7
EuroFrance7
EuroGermany7
EuroGreece7
EuroIreland7
EuroItaly7
EuroLatvia7
EuroLithuania7
EuroLuxembourg7
EuroMalta7
EuroNetherlands7
EuroPortugal7
EuroSlovakia7
EuroSlovenia7
EuroSpain7
Czech korunaCzech Republic13
Danish kroneDenmark20
ForintHungary1
KronaSweden10
KunaCroatia0
LevBulgaria-2
Pound sterlingUnited Kingdom15
Romanian leuRomania3
ZlotyPoland8
KrónaIceland-1
Norwegian kroneNorway40
Swiss francLiechtenstein5
Swiss francSwitzerland5
Australian dollarAustralia8
Canadian dollarCanada33
US dollarUnited States29
YenJapan2

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