The first parallel technical information based on the published approach for the implementation of Interbank Offered Rates (IBOR) transitions has also been published
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 October 2021.
In addition to the current official monthly technical information, EIOPA also published today the first parallel technical information on the relevant risk free interest rate term structures (RFR) with reference to the end of October 2021 based on the published approach for the implementation of Interbank Offered Rates (IBOR) transitions.
You can find this parallel publication in a dedicated section in EIOPA’s website, below Monthly Technical Information 2021.
RFR information has been calculated on the basis of the content of the updated technical documentation under Background material 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.
Details
- Publication date
- 5 November 2021