EIOPA · 2955
Risk Free Rate (RFR)
- Regulation
- Risk-Free Interest Rate - General questions
- Article
- UFR for 2024
- Topic
- Risk Free Rate (RFR)
- Submitted
- 2024-01-17
- Answered
- 2024-02-01
Question
I am trying to replicate UFR calculation for 2024, Annex 1 of the below report. https://www.eiopa.europa.eu/system/files/2023-04/EIOPA-BoS-23-127-Repor… I am not able to replicate the values for any of the countries. Can you give me the exact data sources used for this calculation?
Background
UFR 2024
Answer
The data sources used are referred to in footnote 33 and 34 in Annex E of the RFR Technical Documentation available in EIOPA’s website.
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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