
RFR
Technical information relating to risk-free interest rate (RFR) term structures is used for the calculation of the technical provisions for (re)insurance obligations.
November 2022.zip
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October 2022.zip
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September 2022
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August 2022
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July 2022
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June 2022
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May 2022
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April 2022
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March 2022.zip
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February 2022
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January 2022
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December 2021
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27-04-2023 - Report on the calculation of UFR for 2024
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13-12-2022 Technical documentation.pdf
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08.03.2023 Corrected updated representative portfolios applicable end of March_2023
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16-09-2022 Technical documentation
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03.11.2021 – Technical documentation
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04.04.2022 - Report on the-calculation of UFR for 2023.pdf
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03.11.2021 – Updated representative portfolios for the calculation of volatility adjustment - applicable end of March 2022
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30.09.2021 – Technical Documentation
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16.07.2021 – Technical Documentation
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31.05.2021 – Technical documentation
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21.04.2021 – Report on the calculation of UFR for 2022
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16.12.2020 – Updated representative portfolios for the calculation of volatility adjustment - applicable end of March 2021
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16.12.2020 – Technical documentation
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20.08.2020 - Technical documentation
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17.07.2020 - Report on the-calculation of UFR for 2021.pdf
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Fixed updated representative portfolios applicable end-of-March 2020.xlsx
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01.10.2019 Technical documentation
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26.07.2019_List of Reuters Instrument Codes (RICs) of financial market data
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21.05.2019_Report on the Calculation of the UFR for 2020
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Fixed updated representative portfolios applicable end-of-March 2019.xlsx
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14.08.2018_Technical documentation of the methodology to derive EIOPA's risk-free interest rate term structures
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14.08.2018_Updated representative portfolios for the calculation of volatility adjustment
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28.03.2018_Calculation of the UFR for 2019
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01.02.2018_Risk-free interest rate technical documentation
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23.05.2017_Updated calculation of the UFR for 2018 (May 2017)
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04.05.2017_VA calculation example for one euro area country
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04.05.2017_VA calculation example for one non-euro area country
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05.04.207_Calculation of the UFR for 2018
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22.11.2015_Smith-Wilson risk-free interest rate extrapolation tool
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22.12.20015_CoD & PD calculation tool
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15 September 2020
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14 August 2020
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17 July 2020
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16 June 2020
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26 May 2020
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12 May 2020
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27 April 2020
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21 April 2020
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14 April 2020
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6 April 2020
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24 March 2020
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