Question ID: 3240
Regulation Reference: Risk-Free Interest Rate - General questions
Topic: Risk Free Rate (RFR)
Status: Rejected
Date of submission: 07 Feb 2025
Question
The Monthly RFR calculations seem to missing multiple countries for EIOPA_RFR_20250131_Term_Structures. For December 2024 there were 52 countries, for January 2025 there are only 41. The missing countries are Brazil, Chile, India, Malaysia, Mexico, New Zealand, Singapore, South Africa, South Korea, Thailand and Turkey. Has there been an error in the production of the file and can it be reissued?
EIOPA answer
The countries mentioned are missing due to the cessation of the publication of their respective technical information.
This was published by EIOPA on September 24, 2024: Updated technical RFR documentation applicable as of 1 January 2025 - EIOPA