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 March 2021.
RFR information has been calculated on the basis of the updated representative portfolios published on 16 December 2020 and the content of the Technical Documentation published on 16 December 2020 and based on RFR coding released on 8 October 2019.
All the documents are available on RFR specific area on EIOPA's website. In particular, the updated version of the source code can be accessed under Related links in the RFR area.
- Publication date
- 8 April 2021