Question ID: 1263
Regulation Reference: Risk-Free Interest Rate - General questions
Article: 43
Status: Final
Date of submission: 24 Apr 2018
Question
To calculate SCR we need to retrieve the risk free curve, and we would like to do it automatically.
Could you provide us a solution to do that ?
EIOPA answer
For the time being EIOPA does only provide the risk-free interest rates via its websiteRisk-free interest rate term structures.
We aim to keep the links and names of the files that include the risk-free interest rates as well the structure of the files themselves consistent. This approach may facilitate automatic retrieval from the website. Changes in links, names and file structure cannot be ruled out for the future though.