EIOPA Publishes Monthly Technical Information for Solvency II Relevant Risk Free Interest Rate Term Structures – end-February 2017
07/03/2017 14:00

Today, the European Insurance and Occupational Pensions Authority (EIOPA) published technical information on the relevant risk free interest rate term structures (RFR) with reference to the end of February 2017.

This RFR information is based on the updated Technical Documentation published on 28 February 2017.

The Technical Documentation includes the change of the government bond tickers for Bulgaria, China, India, South Africa, Taiwan and Thailand which were discontinued by the data provider and replaced accordingly. The new tickers are applied for reference dates as of 1 February 2017. The updated Technical Documentation also includes a correction of the ticker for Bulgarian government bond yields (Table 1 of the Technical Documentation).

You can find these documents on the dedicated web-section.



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 2017, the RFR Technical Documentation, the RFR coding and Frequently Asked Questions.

By this publication EIOPA ensures consistent calculation of technical provisions across Europe.