Q&A search results

Article Risk-Free Interest Rate- Extrapolation Risk Free Rate (RFR) N/A Rejected Monday, 27 January, 2020- 20:15 to Monday, 2 August, 2021- 15:30 I am looking for explanation, consider: ​Technical documentation of the methodology to derive EIOPA's risk- ...

Article Risk-Free Interest Rate- VA calculations Risk Free Rate (RFR) N/A Rejected Monday, 21 October, 2019- 20:00 to Monday, 2 August, 2021- 15:30 For EUR, we calculated a VA of 5 at the end of July and 10 at the end of September, with correct values being ...

Article Risk-Free Interest Rate- Credit and currency adjustments Risk Free Rate (RFR) N/A Final Monday, 14 October, 2019- 20:00 to Monday, 2 August, 2021- 15:30 The calculation of the HKD CRA is changed from situation 1 to situation 3 for 20190930. Why did i ...

Article Risk-Free Interest Rate- General questions Risk Free Rate (RFR) N/A Rejected Monday, 24 June, 2019- 19:45 to Monday, 2 August, 2021- 15:15 I noticed that the Monthly Technical Information May 2019 has been updated on 18 June 2019. Unfortunately, ther ...

Article Risk-Free Interest Rate- VA representative portfolios Risk Free Rate (RFR) Technical documentation of the methodology to derive EIOPA’s risk-free interest rate term structures Final Tuesday, 14 May, 2019- 19:45 to Monday, 2 August, 2021- 15:15 Can yo ...

Article Risk-Free Interest Rate- VA calculations Risk Free Rate (RFR) N/A Final Monday, 18 March, 2019- 16:15 to Friday, 30 July, 2021- 16:15 I am looking for the results at 31.12.2018 for the VA calculation displayed in the excel file "VA calculation e ...

Article Guidelines on supervisory review process Risk Free Rate (RFR) NA Rejected Monday, 9 March, 2020- 11:45 to Friday, 11 June, 2021- 11:45 The question concerns the Holistic Impact assessment. According to the baseline scenario, do we have to provide inf ...

Article Risk-Free Interest Rate- VA representative portfolios Risk Free Rate (RFR) 50 Rejected Monday, 16 October, 2017- 11:00 to Wednesday, 19 May, 2021- 11:00 Article 50 of Commission Delegated Regulation (EU) 2015/35 When will the VA representative portfo ...

Article Risk-Free Interest Rate- Deep, Liquid and Transparent maturities Risk Free Rate (RFR) EIOPA-BoS-20/771: Technical documentation of the methodology to derive EIOPA’s risk-free interest rate term structures (16 December 2020) 4.C. Conceptual framework ...

Article (EU) No 2009/138- Solvency II Directive (Insurance and Reinsurance) Risk Free Rate (RFR) NA Final Monday, 18 January, 2021- 18:15 Please can you confirm that the new VA portfolio referenced in the news article below is to be used in the construction ...

Article (EU) No 2009/138- Solvency II Directive (Insurance and Reinsurance) Risk Free Rate (RFR) 77 Final Thursday, 3 September, 2020- 15:15 to Friday, 11 September, 2020- 15:15 In relation to the aforementioned regulations, it is established that:- the cont ...

Article Risk-Free Interest Rate- VA calculations Risk Free Rate (RFR) N/A Rejected Monday, 15 June, 2020- 20:00 to Monday, 2 August, 2021- 15:30 Can you please share intermediary results of the calculation of the 66 bps volatility adjustment for the US for 2 ...

Article (EU) No 2015/35- supplementing Dir 2009/138/EC- taking up & pursuit of the business of Insurance and Reinsurance (SII) Risk-Free Interest Rate- General questions Risk Free Rate (RFR) 9 Final Sunday, 1 April, 2018- 11:45 to Monday, 2 March, 2020- ...

Article (EU) No 2015/35- supplementing Dir 2009/138/EC- taking up & pursuit of the business of Insurance and Reinsurance (SII) Risk Free Rate (RFR) Article 37(1) Final Sunday, 21 July, 2019- 12:00 to Wednesday, 15 January, 2020- 12:00 Does the risk-free ...

Article (EU) No 2015/35- supplementing Dir 2009/138/EC- taking up & pursuit of the business of Insurance and Reinsurance (SII) Risk Free Rate (RFR) Solvency Capital Requirement (SCR) Articles 37 & 38 Final Wednesday, 21 August, 2019- 12:00 to Wednesd ...

Article Risk-Free Interest Rate- General questions Risk Free Rate (RFR) Final Tuesday, 26 June, 2018- 12:15 to Thursday, 24 October, 2019- 12:15 Could you plwase send us a list of vendors, from which data are used in the following files? EIOPA_RFR_YYYYMMDD_T ...