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  1. 1569 - Risk Free Rate (RFR)

    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- ...

  2. 1518

    Article Risk-Free Interest Rate- General questions 43 Final Thursday, 28 June, 2018- 12:15 to Thursday, 24 October, 2019- 12:15 In Annex 14M of the 'Technical documentation of the methodology to derive EIOPA’s risk-free interest rate term structures ...

  3. 1431

    Article Risk-Free Interest Rate- General questions 43 Final Wednesday, 27 June, 2018- 12:15 to Thursday, 24 October, 2019- 12:15 The information on Publication dates in 2018 of EIOPA's risk-free interest rate term structures is necessary for the plannin ...

  4. 1561

    Article Risk-Free Interest Rate- General questions 43 Final Tuesday, 26 June, 2018- 12:15 to Thursday, 24 October, 2019- 12:15 I have a few of questions regarding the implementation of the ultimate forward rate (UFR). (1) Q: Does the European Commission or P ...

  5. 1559

    Article Risk-Free Interest Rate- General questions 43 Final Tuesday, 26 June, 2018- 12:15 to Thursday, 24 October, 2019- 12:15 I have a follow up question as my initial question was not completely answered. I hope itit helps if I further clarify my area of i ...

  6. 1374 - Risk Free Rate (RFR)

    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 ...

  7. 1558

    Article Risk-Free Interest Rate- General questions Final Tuesday, 24 April, 2018- 12:00 to Thursday, 24 October, 2019- 12:00 Usually our own calculation of DKK Risk Free Interest Rate without Volatility Adjustment matches EIOPA's exactly. For end March, ...

  8. 1557

    Article Risk-Free Interest Rate- General questions Final Tuesday, 24 April, 2018- 12:00 to Thursday, 24 October, 2019- 12:00 I try to reproduce the CAD risk free rate yield curve from 31.03.2018. I have a 10bp difference for the 1Y CAD spot rate published in ...

  9. 1539

    Article Risk-Free Interest Rate- General questions Final Tuesday, 24 April, 2018- 12:00 to Thursday, 24 October, 2019- 12:00 This relates to my previous question about 45 year swap rate in GBP. Can you please tell me if you will remove 45 year swap rate in t ...

  10. 1538

    Article Risk-Free Interest Rate- General questions 43 Final Tuesday, 24 April, 2018- 11:45 to Thursday, 24 October, 2019- 11:45 I believe the risk-free rate (RFR_spot_no_VA) for United Kingdom for 20180228 was constructed by excludeing 45Y swap rate as input ...

  11. 1472

    Article Risk-Free Interest Rate- General questions Final Tuesday, 24 April, 2018- 11:45 to Thursday, 24 October, 2019- 11:45 In the paper which outlines the UFR calculation for 2018, there is a real yield table in annex one, what is the source for this data? ...

  12. 1469

    Article Risk-Free Interest Rate- General questions Final Tuesday, 24 April, 2018- 11:45 to Thursday, 24 October, 2019- 11:45 Can you please advise the publication date of the Monthly Technical Information for December 2017? The publication of the technical i ...

  13. 1455

    Article Risk-Free Interest Rate- General questions 43 Final Tuesday, 24 April, 2018- 11:45 to Thursday, 24 October, 2019- 11:45 Currently EIOPA publishes interest rates for selected countries. For us as in international reinsurance company this includes most ...

  14. 1426

    Article Risk-Free Interest Rate- General questions Final Tuesday, 24 April, 2018- 11:45 to Thursday, 24 October, 2019- 11:45 I was wondering when the RFR would be published for September? it says the date is 6/10 i am wondering would they be published today ...

  15. 1370

    Article Risk-Free Interest Rate- General questions 43 Final Tuesday, 24 April, 2018- 11:45 to Thursday, 24 October, 2019- 11:45 I am writing to ask whether EIOPA can supply the monthly technical data for the Risk-Free Interest Rate Term Structures in a more ...

  16. 1280

    Article Risk-Free Interest Rate- General questions 43 Final Tuesday, 24 April, 2018- 11:30 to Thursday, 24 October, 2019- 11:30 Regarding the updated methodogy for claculating the UFR, I would ask to know why did you use the nominal short term intrest rate a ...

  17. 1263

    Article Risk-Free Interest Rate- General questions 43 Final Tuesday, 24 April, 2018- 11:30 to Thursday, 24 October, 2019- 11:30 To calculate SCR we need to retrieve the risk free curve, and we would like to do it automatically. Could you provide us a solutio ...

  18. 307

    Article Risk-Free Interest Rate- General questions 43 Final Tuesday, 25 August, 2015- 11:15 to Thursday, 24 October, 2019- 11:15 We noticed that EIOPA used underlying swap data from Bloomberg for curve construction.  This poses a problem for organizations tha ...

  19. 403

    Article Risk-Free Interest Rate- General questions 43 Final Thursday, 23 July, 2015- 11:15 to Thursday, 24 October, 2019- 11:15 For the SCR interest rate risk scenario shift (or Matching Adjustment shift/Volatility Adjustment shift), once the shift applied, s ...

  20. 402

    Article Risk-Free Interest Rate- General questions 43 Final Thursday, 23 July, 2015- 11:15 to Thursday, 24 October, 2019- 11:15 When calculating forward rates on the basis of the official EIOPA spot curves after applying the interest rate downward shock, jump ...