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European Insurance and Occupational Pensions Authority

2157

Q&A

Question ID: 2157

Regulation Reference: Risk-Free Interest Rate - VA calculations

Topic: Risk Free Rate (RFR)

Article: N/A

Status: Rejected

Date of submission: 15 Jun 2020

Question

Can you please share intermediary results of the calculation of the 66 bps volatility adjustment for the US for 26th of May 2020?

EIOPA answer

Question has been answered on a direct bilateral basis as the question is specific to questioner.