EIOPA · 2118

Risk Free Rate (RFR)

Regulation
Guidelines on supervisory review process
Article
NA
Topic
Risk Free Rate (RFR)
Submitted
2020-03-09
Answered
2021-06-11

Question

The question concerns the Holistic Impact assessment. According to the baseline scenario, do we have to provide information on the solvency position using the old risk-free interest rate term structures? Or do we have to recalculate the position on 31/12/2019 using data coming from the new extrapolation method?

Answer

Dear Sir/Madam, this question has been rejected because it does not relate to the consistent and effective application of the legal framework covered by this Q&A process.

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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