Under the standard formula for the Solvency Capital Requirement (SCR), the interest rate risk sub-module is calibrated using the risk-free interest rate (RFR) term structures published by EIOPA. For interest rate-sensitive assets denominated in currencies for which EIOPA does not publish an RFR term structure, clarification is requested on the appropriate SCR treatment: Should undertakings apply paragraph 6.5 of the EIOPA RFR Technical Documentation (i.e. determine a prudent and objectively adjusted proxy term structure, potentially in dialogue with supervisory authorities) and include such interest rate-sensitive assets within the interest rate risk sub-module? Or, in the absence of a published RFR term structure, should these interest rate risk-sensitive assets be treated as Type 2 equities under Article 168 of Delegated Regulation (EU) 2015/35? Confirmation is requested as to whether paragraph 6.5 allows continued treatment under the interest rate risk sub-module, or whether absence of a published RFR requires classification outside that module.