EIOPA · 3494
Risk Free Rate (RFR)
- Regulation
- Risk-Free Interest Rate - Financial market data
- Topic
- Risk Free Rate (RFR)
- Submitted
- 2026-01-08
- Answered
- 2026-01-14
Question
The question relates to the inputs used to construct AUD risk-free rate as of 2026. On the RFR Technical documentation of October 2025, table 5 on page 34 has column for 11 year tenor with AUD marked as input to calculations. Is this intentional, as requesting data for RIC AUDSM6AB11Y= returns empty (Invalid RIC?).
Answer
The question has been rejected as the issue it deals with has already been answered in 3485 - European Insurance and Occupational Pensions Authority.
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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