EIOPA · 1286
1286
- Regulation
- Risk-Free Interest Rate - Extrapolation
- Article
- 46
- Submitted
- 2018-04-24
- Answered
- 2019-10-24
Question
I have a small answer on MXN. In the document it is said that the UFR applicable in 2018 is 4.35%.Shouldn't it be 5.05% as the current UFR is 5.2%, the calculated UFR is 4.65 and the annual changes is not be higher than 15 basis points?
Answer
The applicable UFR for the Mexican peso according to the UFR methodology is 5.05%. We will make a correction to the document “Calculation of the UFR for 2018”.
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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