Question ID: 1286
Regulation Reference: Risk-Free Interest Rate - Extrapolation
Article: 46
Status: Final
Date of submission: 24 Apr 2018
Question
I have a small answer on MXN. In the document it is said that the UFR applicable in 2018 is 4.35%.
Shouldn't it be 5.05% as the current UFR is 5.2%, the calculated UFR is 4.65 and the annual changes is not be higher than 15 basis points?
EIOPA answer
The applicable UFR for the Mexican peso according to the UFR methodology is 5.05%. We will make a correction to the document “Calculation of the UFR for 2018”.