Question ID: 2041
Regulation Reference: Risk-Free Interest Rate - VA calculations
Thema: Risk Free Rate (RFR)
Date of submission: 21 Oct 2019
For EUR, we calculated a VA of 5 at the end of July and 10 at the end of September, with correct values being 6 and 11 respectively. Would it be possible for us to see intermediary results (Sgov, Scorp, RCgov, RCcorp) and the unrounded VA for July and September?
Has been answered bilaterally as the questions concerns a specific replication issue.