The group recommended on 13 September 2018 that the euro short-term rate (€ STR) be used as the risk-free rate for the euro area and is now focused on The relevant risk free interest rate structure that is to be determinate in In line with the Delegated Acts, EIOPA dicloses on a monthly basis technical information . 15 Oct 2019 2.6 Transitionals measures on the risk-free interest rates and on technical changes on interest rate risk EIOPA aims in general for a balanced impact of the 2.118 The following graph shows the monthly volatility of the the Cost-of-Capital rate as discount rate, instead of the risk free rate. Also we will A further assumption in the Solvency II approach is that the hedgeable Monthly publication of risk-free interest rate term structures ensures consistent calculation of technical provisions across Europe and contributes to higher supervisory convergence for the benefit of the European insurance policyholders. Publication is done on a monthly basis. Upcoming publication dates in 2020 are set as follows:
The Working Group on Sterling Risk-Free Reference Rates was established in 2015 The Working Group recognises EIOPA's planned review of Solvency II in
Monthly publication of risk-free interest rate term structures ensures consistent calculation of technical provisions across Europe and contributes to higher supervisory convergence for the benefit of the European insurance policyholders. Publication is done on a monthly basis. Upcoming publication dates in 2020 are set as follows: Risk free interest rate term structure coding 14.08.2018 Technical documentation of the methodology to derive EIOPA's risk-free interest rate term structures Applicable from 1 January 2019 (see: News item 30 October 2018) 14.08.2018 Updated representative portfolios for the calculation of volatility adjustment EIOPA helps you find your way in the insurance and pensions world. Risk-free rate | Solvency II. Monthly technical information for Solvency II Relevant Risk Free Interest Rate Term Structures – end-February 2020. 04 Mar 2020 News. Symmetric adjustment equity capital charge. The European Insurance and Occupational Pensions Authority (EIOPA) published today an updated version of the source code used for the monthly risk-free interest rate term structures (RFR) calculation.. This RFR coding released today is based on the calculations of the last technical documentation published on 27 June 2017. EIOPA publishes monthly technical information for Solvency II Relevant Risk Free Interest Rate Term Structures – end-October 2018 and updates the source code for the monthly risk-free interest rate term structures calculation EIOPA publishes monthly technical information for Solvency II Relevant Risk Free Interest Rate Term Structures – end-July 2019 EIOPA publishes monthly technical information for Solvency II relevant Risk Free Interest Rate Term Structures – end-February 2018 06/03/2018 14:30 Today, the European Insurance and Occupational Pensions Authority (EIOPA) published technical information on the relevant risk free interest rate term structures (RFR) with reference to the end of
Monthly publication of risk-free interest rate term structures ensures consistent calculation of technical provisions across Europe and contributes to higher supervisory convergence for the benefit of the European insurance policyholders. Publication is done on a monthly basis. Upcoming publication dates in 2020 are set as follows:
10 Jan 2020 Press Release: EIOPA publishes monthly technical information for Solvency II Relevant Risk Free Interest Rate Term Structures – and fourth 17 hours ago Press Release: EIOPA publishes monthly technical information for Solvency II Relevant Risk Free Interest Rate Term Structures – and fourth 1 Oct 2019 Furthermore, as of October 2019, EIOPA will publish monthly calculations of the technical information relating to the risk-free interest rate (RFR) 5 Mar 2020 LIBOR is a significant reference rate for UK insurance companies – it forms the basis of the Solvency II sterling risk-free rate (“RFR”) curve. EIOPA publishes monthly technical information for Solvency II relevant Risk Free Interest Rate Term Structures – end-November 2017. Today, the European The Working Group on Sterling Risk-Free Reference Rates was established in 2015 The Working Group recognises EIOPA's planned review of Solvency II in
15 Oct 2019 2.6 Transitionals measures on the risk-free interest rates and on technical changes on interest rate risk EIOPA aims in general for a balanced impact of the 2.118 The following graph shows the monthly volatility of the
5 Mar 2020 LIBOR is a significant reference rate for UK insurance companies – it forms the basis of the Solvency II sterling risk-free rate (“RFR”) curve. EIOPA publishes monthly technical information for Solvency II relevant Risk Free Interest Rate Term Structures – end-November 2017. Today, the European The Working Group on Sterling Risk-Free Reference Rates was established in 2015 The Working Group recognises EIOPA's planned review of Solvency II in The Solvency II Directive applies to all EU insurance and reinsurance companies with The risk-free discount rates are published by EIOPA on a monthly basis. Section 2.6 Transitional measures on the risk-free interest rates and on technical The current floor is given by the lowest monthly EIOPA RFR curve of all time. benefits of Solvency II, as the market-consistent and risk-based regulatory (2) Restart of the net purchases under the asset purchase programme (APP) at a monthly pace of While Solvency II prescribes the risk-free-interest rate term struc-. 31 Jan 2020 version of the source code used for the monthly risk-free interest RFR calculation. interest rates, in particular to address overshooting effects and to quarter 2019 Solvency II data which summarises the main risks and
6 Feb 2020 Monthly technical information relating to risk-free interest rate (RFR) term structures
EIOPA publishes monthly technical information for Solvency II Relevant Risk Free Interest Rate Term Structures – end-July 2019 Technical information relating to risk-free interest rate (RFR) term structures is used for the calculation of the technical provisions for (re)insurance obligations. In line with the Solvency II Directive, EIOPA publishes technical information relating to RFR term structures on a monthly basis via a dedicated section on EIOPA's website. European Insurance and Occupational Pensions Authority. 13 datasets found. Sort by: EIOPA - Risk-free interest rate term structures Monthly t echnical information relating to risk-free interest rate (RFR) term structures is used for the calculation of the European Insurance and Occupational Pensions Authority (13) EuroVoc concepts. European Insurance and Occupational Pensions Authority (EIOPA) modifies the methodology for calculating the relevant risk-free interest rate term structures for Solvency II. Since February 2015 EIOPA publishes on a monthly basis relevant risk-free interest rate term structures that are based on the Solvency II Directive.