Question ID: 3582
Regulation Reference: (EU) No 2009/138 - Solvency II Directive (Insurance and Reinsurance)
Topic: Risk Free Rate (RFR)
Status: Final
Date of submission: 01 Jun 2026
Question
Does EIOPA plan to publish parallel calculations of Risk Free Rates and VA both for Solvency II Review and existing SII framework, before Jan 2027? If so, for which periods?
Background of the question
Preparatory phase for implementing new regulations.
EIOPA answer
EIOPA plans to publish term structures using the new methodology in parallel with the monthly publications in a preparatory phase this year. More details on that will be released in due course.