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 June 2020.
RFR information has been calculated for the first time Using Refinitiv as the main market data source applying the content of the Technical Documentationpublished on 1 October 2019 and based on RFR coding released on 8 October 2019.
Details
- Publication date
- 3 July 2020