EIOPA · 3493
3493
- Regulation
- Risk-Free Interest Rate - Extrapolation
- Submitted
- 2026-01-08
- Answered
- 2026-01-13
Question
Will EIOPA be publishing a document providing details of the new extrapolation methodology being used to construct your risk-free SII curves in Jan 2027? If so can you please let me know when you expect that to be published and whether you will also be providing some example curves constructed using the new method?
Answer
The methodology will be reflected in detail in an updated version of the Risk-Free Rate Technical Documentation, which is expected to be published around the end of Q1 2026. Details on a preparatory phase including example term structures will be published at a later stage.
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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