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. By this publication EIOPA ensures consistent calculation of technical provisions across Europe and, thus, higher supervisory convergence for the benefit of the European insurance policyholders.
While EIOPA’s technical information published on this website is based on sources which EIOPA considers to be reasonably reliable. In certain circumstances, it may be necessary for EIOPA, to amend and/or republish a particular, from time to time, its technical information after it has been published. EIOPA accepts no responsibility or liability for any losses incurred in connection with any decision made or action or inaction on the part of any party in reliance upon EIOPA’s technical information.
Upcoming publication dates in 2019 are set as follows:
4 July, 6 August, 5 September, 7 October, 7 November and 5 December.
Monthly Technical Information - 2019
Monthly Technical Information - 2018
You can find
previous RFR releases here.
For queries, please fill in the form by clicking here.
Before doing so, please check whether your question has already been answered.