Question ID: 3596
Regulation Reference: Risk-Free Interest Rate - VA calculations
Topic: Risk Free Rate (RFR)
Status: Final
Date of submission: 16 Jun 2026
Question
When will EIOPA start to publish the values for the RCScu, RCSco and the DTARco used in the calculation of the Volatility Adjustment so companies can conduct testing on these values? Will this be prior to the implementation on January 2027?
Background of the question
In the RFR Technical Documentation 9.5.2 it states that EIOPA will publish the RCScu and RCSco monthly and the DTARco annually.
EIOPA answer
EIOPA plans to publish term structures using the new methodology in a preparatory phase this year. More details on that will be released in due course.