EIOPA · 2041
Risk Free Rate (RFR)
- Regulation
- Risk-Free Interest Rate - VA calculations
- Article
- N/A
- Topic
- Risk Free Rate (RFR)
- Submitted
- 2019-10-21
- Answered
- 2021-08-02
Question
For EUR, we calculated a VA of 5 at the end of July and 10 at the end of September, with correct values being 6 and 11 respectively. Would it be possible for us to see intermediary results (Sgov, Scorp, RCgov, RCcorp) and the unrounded VA for July and September?
Answer
Has been answered bilaterally as the questions concerns a specific replication issue.
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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