Risk-free interest rate term structures

​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​​Technical information relating to risk-free interest rate (RFR) term structures is used for the calculation of the technical provisions for (re)insurance obligations

Monthly publication of risk-free interest rate term structures ensures consistent calculation of technical provisions across Europe and contributes to higher supervisory convergence for the benefit of the European insurance policyholders.

Publication is done on a monthly basis.
Upcoming publication dates in 2020 are set as follows:

4 March, 3 April, 6 May, 4 June, 3 July, 5 August, 3 September, 5 October, 5 November, 3 December. ​​​​ 

Technical information published is based on sources which EIOPA considers to be reasonably reliable. However, in certain circumstances, it may be necessary for EIOPA, to amend and/or republish a particular, from time to time, its technical information after it has been published.  EIOPA accepts no responsibility or liability for any losses incurred in connection with any decision made or action or inaction on the part of any party in reliance upon EIOPA’s technical information.