Question ID: 3493
Regulation Reference: Risk-Free Interest Rate - Extrapolation
Status: Final
Date of submission: 08 Jan 2026
Question
Will EIOPA be publishing a document providing details of the new extrapolation methodology being used to construct your risk-free SII curves in Jan 2027? If so can you please let me know when you expect that to be published and whether you will also be providing some example curves constructed using the new method?
EIOPA answer
The methodology will be reflected in detail in an updated version of the Risk-Free Rate Technical Documentation, which is expected to be published around the end of Q1 2026.
Details on a preparatory phase including example term structures will be published at a later stage.