Q&A

Question

I am looking for the results at 31.12.2018 for the VA calculation displayed in the excel file "VA calculation example for one euro area country.xlsb".
Would it be possible to have a view on the results available in the "Final Results" sheet at this date for Belgium (especially the S_RC crncy and the S_RC country)?

EIOPA answer

The “missing government bonds’ yields” are actually in the test-files on the worksheets VA_C_Govts_Yield_before. The numbers in there are based on the respective durations as in the worksheets VA_C_Govts_Dur. If the duration is non-integer the yield is derived based on lineair interpolation of the available surrounding integer yields. These yields are according to the Government Bond Tickers according to table 1 from art. 68 (and 69) of the Technical Documentation.
 
Unfortunately we are not allowed to share this underlying data with you due to being proprietary data from Bloomberg.