Today, the European Insurance and Occupational Pensions Authority (EIOPA) published the updated Technical Documentation of the methodology to derive EIOPA’s risk-free interest rate term structures.
The changes stem from the Deep, Liquid and Transparency Assessment 2025 (DLT Assessment) and from Bulgaria's adoption of the Euro as of 1 January 2026.
All changes will become effective from January 2026 onwards.
The latest version of the updated Technical Documentation can be accessed on the ‘Risk-free interest rate term structures’ section of EIOPA’s website under Background Material.
Details
- Publication date
- 16 October 2025