Today, the European Insurance and Occupational Pensions Authority (EIOPA) published technical information on the relevant risk free interest rate term structures (RFR) with reference to the end of September 2021.
RFR information has been calculated on the basis of the content of the Technical Documentation under Background material and based on RFR coding released on 8 October 2019.
All the documents are available on RFR specific area on EIOPA's website. In particular, the updated version of the source code can be accessed under Related links in the RFR area.
Details
- Publication date
- 5 October 2021