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  1. 1343

    Article Risk-Free Interest Rate- Extrapolation 46 Final Tuesday, 26 June, 2018- 11:00 to Thursday, 24 October, 2019- 11:00 My question is regarding the new UFR changes. Currently the GBP UFR is 4.2%, and under the new methodology it will be 4.05% from Januar ...

  2. 1389

    Article Risk-Free Interest Rate- Extrapolation 46 Final Tuesday, 24 April, 2018- 11:00 to Thursday, 24 October, 2019- 11:00 In the document "Frequently Asked Questions & Answers,THE ULTIMATE FORWARD RATE" (05 April 2017) it was said that " ...

  3. 1286

    Article Risk-Free Interest Rate- Extrapolation 46 Final Tuesday, 24 April, 2018- 11:00 to Thursday, 24 October, 2019- 11:00 I have a small answer on MXN. In the document it is said that the UFR applicable in 2018 is 4.35%. Shouldn't it be 5.05% as the c ...

  4. 1273

    Article Risk-Free Interest Rate- Extrapolation 46 Final Tuesday, 24 April, 2018- 11:00 to Thursday, 24 October, 2019- 11:00 According to the UFR Press Release (05 April 2017) the UFR methodology will be applied for the first time in the calculation of the ri ...

  5. 673

    Article Risk-Free Interest Rate- Extrapolation 77a Final Friday, 1 April, 2016- 10:45 to Thursday, 24 October, 2019- 10:45 I have a question in relation to the EIOPA risk-free curve, namely, the short end rate extrapolation (for maturities shorter than the fi ...

  6. 262

    Article Risk-Free Interest Rate- Extrapolation 46 Final Thursday, 30 April, 2015- 10:45 to Thursday, 24 October, 2019- 10:45 Starting from the EUR zc spot rates without VA it is possible to derive the UFR @ 60yr that is 4.147% and so not in line with the targ ...