Section 4 Relevant risk-free interest rate term structure (arts. 43-54)

Comparing proposed amendment...


	Subsection 1 General provisions (art. 43)
Amended	Article 43 General provisions
	Subsection 2 Basic risk free interest rate term structure (arts. 44-48)
Entered into force	Article 44 Relevant financial instruments to derive the basic risk-free interest rates
Entered into force	Article 45 Adjustment to swap rates for credit risk
Entered into force	Article 46 Extrapolation
Entered into force	Article 47 Ultimate forward rate
Entered into force	Article 48 Basic risk-free interest rate term structure of currencies pegged to the euro
	Subsection 3 Volatility adjustment (arts. 49-51)
Entered into force	Article 49 Reference portfolios
Entered into force	Article 50 Formula to calculate the spread underlying the volatility adjustment
Entered into force	Article 51 Risk-corrected spread
	Subsection 4 Matching adjustment (arts. 52-54)
Entered into force	Article 52 Mortality risk stress
Entered into force	Article 53 Calculation of the matching adjustment
Entered into force	Article 54 Calculation of the fundamental spread

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