EIOPA · 2477
Risk Free Rate (RFR)
- Regulation
- Risk-Free Interest Rate - Credit and currency adjustments
- Article
- N/A
- Topic
- Risk Free Rate (RFR)
- Submitted
- 2022-08-17
- Answered
- 2022-10-28
Question
In the technical documentation for calculation of the risk-free rates (https://www.eiopa.europa.eu/sites/default/files/eiopa-bos-21-475-techni…) on page 35 in table 6 is stated, that for the AUD the IBOR RIC is "AU6MBA=". But we could not get any data from Refinitiv with this RIC. Is this the normal case? How do you calculate the credit risk adjustment for AUD without these data?
Answer
In order to get access to this RIC from Refinitiv one should arrange first a separate license agreement with ASX, the Australian Securities Exchange. Please contact your account manager at Refinitiv on how to proceed best.
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.