EIOPA · 1555
1555
- Regulation
- Risk-Free Interest Rate - Financial market data
- Submitted
- 2018-04-24
- Answered
- 2019-10-24
Question
Which Bloomberg data will be used to derive the EIOPA yield curves for end of March 2018: Friday, March 30 (Good Friday) or Thursday, March 29?
Answer
The derivation of the term structures for end of March 2018 is based on data from 30 March. In general the last working day (Monday, …, Friday) of a month is used to derive the term structures, irrespective of any national holidays.
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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