Question ID: 2955
Regulation Reference: Risk-Free Interest Rate - General questions
Topic: Risk Free Rate (RFR)
Article: UFR for 2024
Status: Rejected
Date of submission: 17 Jan 2024
Question
I am trying to replicate UFR calculation for 2024, Annex 1 of the below report. https://www.eiopa.europa.eu/system/files/2023-04/EIOPA-BoS-23-127-Repor… I am not able to replicate the values for any of the countries. Can you give me the exact data sources used for this calculation?
Background of the question
UFR 2024
EIOPA answer
The data sources used are referred to in footnote 33 and 34 in Annex E of the RFR Technical Documentation available in EIOPA’s website.