Question ID: 3583
Regulation Reference: Risk-Free Interest Rate - General questions
Topic: Risk Free Rate (RFR)
Status: Final
Date of submission: 01 Jun 2026
Question
Following the publication on the new extrapolation methodology for the computation of the RFR term structure, will EIOPA allow insurance companies to perform a parallel run by publishing the new RFR (according to the new methodology) before 30 jan 2027?
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.