EIOPA publishes biannual shifted risk-free rates for duration calculation in financial stability reporting – end-December 2024
The European Insurance and Occupational Pensions Authority (EIOPA) published today the shifted risk-free interest rate (RFR) term structures. These term structures are applied to calculate the option-adjusted duration of technical provisions, which must be reported according to the Guidelines on reporting for financial stability purposes (Template S.38.01.11 – Duration of technical provisions). The shifted RFR … Leer más