Today, the European Insurance and Occupational Pensions Authority (EIOPA) has republished technical information on the relevant risk free interest rate term structures (RFR) with reference to the end of October 2018.
The republished RFR information is similar to the one that was published last November 8th only replacing the worksheet “LTAS_Basic_RFR” (due to a format issue) in file “EIOPA_RFR_20181031_PD_Cod.xlsx”.
This information reflects the content of the Technical Documentation published on 1 February 2018.
All the documents are available on EIOPA’s website.
Background
Technical information relating to risk-free interest rate (RFR) term structures is used for the calculation of the technical provisions for (re)insurance obligations.
In line with the Solvency II Directive, EIOPA publishes technical information relating to RFR term structures on a monthly basis via a dedicated section on EIOPA’s Website also containing the provisional release calendar for 2018, the RFR Technical Documentation, the RFR coding and Frequently Asked Questions.
With this publication, EIOPA ensures consistent calculation of technical provisions across Europe.
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