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 2024.
The RFR information has been calculated on the basis of the updated representative portfolios published on 6 December 2023 and the content of the of the Technical Documentation.
All the documents are available on the RFR dedicated section of the EIOPA website.
Background
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 release calendar for 2024, the RFR Technical Documentation, the RFR coding and Frequently Asked Questions.
With this publication, EIOPA ensures consistent calculation of technical provisions across Europe.
Details
- Publication date
- 4 April 2024