EIOPA · 1263
1263
- Regulation
- Risk-Free Interest Rate - General questions
- Article
- 43
- Submitted
- 2018-04-24
- Answered
- 2019-10-24
Question
To calculate SCR we need to retrieve the risk free curve, and we would like to do it automatically.Could you provide us a solution to do that ?
Answer
For the time being EIOPA does only provide the risk-free interest rates via its websiteRisk-free interest rate term structures.
We aim to keep the links and names of the files that include the risk-free interest rates as well the structure of the files themselves consistent. This approach may facilitate automatic retrieval from the website. Changes in links, names and file structure cannot be ruled out for the future though.
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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