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European Insurance and Occupational Pensions Authority
 

2818

Q&A

Question ID: 2818

Regulation Reference: Risk-Free Interest Rate - Matching adjustment, (EU) No 2009/138 - Solvency II Directive (Insurance and Reinsurance)

Topic: Risk Free Rate (RFR)

Article: 77b

Status: Rejected

Date of submission: 05 Oct 2023

Question

Please share the exact specifications of the matching adjustment eligibility criteria of assets.

EIOPA answer

This question has been rejected because the exact specifications can be found in Article 77b of the Solvency II Directive here.