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  1. 2041 - Risk Free Rate (RFR)

    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 ...

  2. 1879 - Risk Free Rate (RFR)

    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 ...

  3. 2157 - Risk Free Rate (RFR)

    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 ...

  4. 1545

    Article Risk-Free Interest Rate- VA calculations 50 Final Tuesday, 24 April, 2018- 15:30 to Thursday, 24 October, 2019- 15:30 For EUR, we calculated a VA of 0 bps at end of February. Would it be possible to receive your calculation of 1 bp? With your subresu ...

  5. 1511

    Article Risk-Free Interest Rate- VA calculations Final Tuesday, 24 April, 2018- 15:30 to Thursday, 24 October, 2019- 15:30 Looking in sheet "ScorpC" and the step "Linear Interpolation of Market yield before risk correction". Can it be con ...

  6. 1293

    Article Risk-Free Interest Rate- VA calculations 50 Final Tuesday, 24 April, 2018- 15:30 to Thursday, 24 October, 2019- 15:30 I understand you didn’t calculate VA before 2015, but is there a way to understand the magnitude of the impact of the Italian countr ...

  7. 1282

    Article Risk-Free Interest Rate- VA calculations 50 Final Tuesday, 24 April, 2018- 15:30 to Thursday, 24 October, 2019- 15:30 We are trying to understand the impact of country VA for Italy, how did you calibrate it especially during the sovereign crisis in 2 ...

  8. 1275

    Article Risk-Free Interest Rate- VA calculations 50 Final Tuesday, 24 April, 2018- 15:15 to Thursday, 24 October, 2019- 15:15 In the EIOPA Methodology, based on the considerations done in the Background, for Financial/Non Financial CQS6:   o   The yield is e ...

  9. 308

    Article Risk-Free Interest Rate- VA calculations 49 Final Thursday, 23 July, 2015- 15:15 to Thursday, 24 October, 2019- 15:15 Since our replication for the EUR VA of 31/12/2014 only amounts to 14 BP instead of the official 17 BP could you please provide some ...

  10. 304

    Article Risk-Free Interest Rate- VA calculations 49 Final Thursday, 23 July, 2015- 15:15 to Thursday, 24 October, 2019- 15:15 I have attempted to replicate the VA calculation based on the UK representative portfolio for end December 2014, January 2015 and Feb ...