Question ID: 2118
Regulation Reference: Guidelines on supervisory review process
Topic: Risk Free Rate (RFR)
Article: NA
Status: Rejected
Date of submission: 09 Mar 2020
Question
The question concerns the Holistic Impact assessment. According to the baseline scenario, do we have to provide information on the solvency position using the old risk-free interest rate term structures? Or do we have to recalculate the position on 31/12/2019 using data coming from the new extrapolation method?
EIOPA answer
Dear Sir/Madam, this question has been rejected because it does not relate to the consistent and effective application of the legal framework covered by this Q&A process.