Question ID: 3147
Regulation Reference: Risk-Free Interest Rate - Deep, Liquid and Transparent maturities
Topic: Risk Free Rate (RFR)
Article: RER_TERM STRUCTURE
Status: Rejected
Date of submission: 29 Aug 2024
Question
In the RFR_TERM STRUCTURE you provided, SOUTH KOREA's LLP is considered to be 20 years. Can you explain in detail the reason? Or, if there is a related report, please recommend it. In the BACKGROUND DOCUMENT ON THE OPINION ON THE 2020 REVIEW IF SOLVENCY2 report you provided, OUTCOME OF SWAP DLT assessment 2016~2019, KRW is listed as up to 10 years. Is there a reason why SOUTH KOREA's LLP is considered to be 20 years?
EIOPA answer
This question has been rejected because it is no longer relevant. EIOPA decided to no longer publish SKW-rates as of 01/01/2025.