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 August 2018.
Due to a technical error, the calculation of the RFR information based on the updated technical RFR documentation for the Danish krone and Denmark, communicated on 14 August 2018, has been suspended until further notice. Thus, the RFR information with reference to end of August 2018 was calculated on the basis of the Technical Documentation published on 1 February 2018.
All the documents are available on EIOPA's website.
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.
By this publication EIOPA ensures consistent calculation of technical provisions across Europe.