EIOPA · 1912
Risk Free Rate (RFR)
- Regulation
- Risk-Free Interest Rate - VA representative portfolios
- Article
- Technical documentation of the methodology to derive EIOPA’s risk-free interest rate term structures
- Topic
- Risk Free Rate (RFR)
- Submitted
- 2019-05-14
- Answered
- 2021-08-02
Question
Can you provide us information about the precentage of covered bonds inside the (financial) corporate part of the VA representative portfolio for different currencies?
Answer
No. The current level of granularity of the representative portfolios does not distinguish covered bonds as a separate sub category for the purpose of calculating the VA due to total covered bonds exposures being non-material up to now in most of the currency or country portfolios.
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.
Similar Q&As
More Q&As on this topic
📋 Track EU financial regulation continuously
Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.
14-day free trial. No credit card required.