Question ID: 1114
Regulation Reference: Risk-Free Interest Rate - Financial market data
Article: 43
Status: Final
Date of submission: 27 Feb 2017
Question
Would a material difference between the representative portfolios and the composition of the ECB yield curve result in an elimination of the simplification or will EIOPA stick to the simplification?
EIOPA answer
When the simplification referred to in paragraph 39 of the RFR technical documentation turns out not to be appropriate anymore, its modification or removal will be considered.