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European Insurance and Occupational Pensions Authority
 

3494

Q&A

Question ID: 3494

Regulation Reference: Risk-Free Interest Rate - Financial market data

Topic: Risk Free Rate (RFR)

Status: Rejected

Date of submission: 08 Jan 2026

Question

The question relates to the inputs used to construct AUD risk-free rate as of 2026. On the RFR Technical documentation of October 2025, table 5 on page 34 has column for 11 year tenor with AUD marked as input to calculations. Is this intentional, as requesting data for RIC AUDSM6AB11Y= returns empty (Invalid RIC?).

EIOPA answer

The question has been rejected as the issue it deals with has already been answered in 3485 - European Insurance and Occupational Pensions Authority.