Question ID: 3628
Regulation Reference: (EU) No 2015/35 - supplementing Dir 2009/138/EC - taking up & pursuit of the business of Insurance and Reinsurance (SII)
Topic: Solvency Capital Requirement (SCR)
Article: Article 166 and Article 167 (2015/35) amended by Paragraphs 43 and 44 (2026/269)(1 and 2)
Status: Rejected
Date of submission: 30 Jul 2026
Question
Could EIOPA confirm whether upward and downward shocked risk-free interest rate term structures will continue to be published in a format consistent with the current publication approach?
Background of the question
It is unclear from the wording of the amending Regulation whether EIOPA will continue to publish upward and downward shocked risk-free interest rate term structures in the same format as currently provided. Confirmation would be helpful.
EIOPA answer
As a service, EIOPA is planning to publish the basic upward and downward shocked interest rate risk curves. More information will follow in due course.