EIOPA – Technical Information on Risk-Free Interest Rate Term Structures

On November 7, 2023, EIOPA (European Insurance and Occupational Pensions Authority) published the  technical information on relevant structures for risk-free interest rates, the so-called RFR (Risk-Free Rate), with reference to the month of October on its website.

Pursuant to the Solvency II Directive EIOPA is held to publish such information periodically. In accordance this obligation, EIOPA monthly disseminates RFR information – commonly used for calculating technical reserves for reinsurance obligations, ensuring consistent calculation across Europe – in a dedicated section on its website.

Along with the RFR information EIOPA published the release schedule for 2023, the RFR Technical Documentation, RFR encoding, and FAQs.