EIOPA publishes first Solvency II relevant risk-free interest rate term structures
08/01/2016 15:00
​The European Insurance and Occupational Pensions Authority (EIOPA) has published technical information on the relevant risk free interest rate term structures (RFR) to be applied by (re)insurance undertakings in the calculation of their technical provisions with reference to the end of December 2015.

The technical information is calculated according to the coding that was released by EIOPA in December 2015. Click here for more information.

EIOPA’s RFR term structures will be published every month on a dedicated web-section, which also contains the provisional release calendar for 2016, the RFR technical documentation, the RFR coding and answers to Frequently Asked Questions.


​Since February 2015, as a preparatory phase, EIOPA has published technical information on the RFR term structures as well as – after having previously consulted on – the technical documentation with a complete description of the inputs, assumptions and methodology applied. Click here for more information.​

The legal basis for the publication of the technical information is laid out in Article 77e(1) of Directive 2009/138/EC (Solvency II Directive).