6.2 C
Brussels
Thursday, November 7, 2024
EuropeEIOPA publishes bi-weekly information for Relevant Risk Free Interest Rate Term Structures...

EIOPA publishes bi-weekly information for Relevant Risk Free Interest Rate Term Structures and Symmetric Adjustment to Equity

DISCLAIMER: Information and opinions reproduced in the articles are the ones of those stating them and it is their own responsibility. Publication in The European Times does not automatically means endorsement of the view, but the right to express it.

DISCLAIMER TRANSLATIONS: All articles in this site are published in English. The translated versions are done through an automated process known as neural translations. If in doubt, always refer to the original article. Thank you for understanding.

officialinstitutions
officialinstitutions
News mostly coming from official institutions (officialinstitutions)

Due to COVID-19 outbreak, European Insurance and Occupational Pensions Authority is carrying out extraordinary  calculations every two weeks to monitor the evolution of the relevant risk-free interest rate term structures (RFR) and the symmetric adjustment to equity risk (EDA). EIOPA is publishing this information in order to support insurance and reinsurance undertakings in the monitoring of their solvency and financial position. 

The information will be published on specific area of the website created for this purpose both for RFR and EDA named “Extraordinary updates”.

Download the technical information with reference to 11 August 2020 for:

–    Risk free interest rate term structures (RFR), at the bottom of the page, under Extraordinary RFR updates
–    Symmetric Adjustment to Equity Risk (EDA), at the bottom of the page, under Extraordinary Symmetric Adjustment updates

RFR information has been calculated applying the content of the Technical Documentation published on 1 October 2019 and based on RFR coding released on 8 October 2019

All the documents are available on on RFR and EDA specific areas on EIOPA’s website. In particular, the updated version of the source code can be accessed under Related links in the RFR area.

- Advertisement -

More from the author

- EXCLUSIVE CONTENT -spot_img
- Advertisement -
- Advertisement -
- Advertisement -spot_img
- Advertisement -

Must read

Latest articles

- Advertisement -