EIOPA · 1114
1114
- Regulation
- Risk-Free Interest Rate - Financial market data
- Article
- 43
- Submitted
- 2017-02-27
- Answered
- 2019-10-24
Question
Would a material difference between the representative portfolios and the composition of the ECB yield curve result in an elimination of the simplification or will EIOPA stick to the simplification?
Answer
When the simplification referred to in paragraph 39 of the RFR technical documentation turns out not to be appropriate anymore, its modification or removal will be considered.
This Q&A is published by European Insurance and Occupational Pensions Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.
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