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10 April 2015

EIOPA: Update of the Technical Information on the relevant risk free interest rate term structures

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While the publication of this information is not compulsory until 2016, EIOPA has advanced its disclosure in order to help EU insurance and reinsurance undertakings to prepare for the implementation of Solvency II.

The update was released in a dedicated section of EIOPA's website and it includes the following information:

  • The Technical Information referred to in Article 77e(1) of the Directive 2009/183/EC
  • ​The Technical Documentation explaining the inputs, assumptions and methodology applied in the calculation of the Technical Information, as envisaged in Recital 23 of the Delegated Regulation of Solvency II

This Technical Information can be applied by (re)insurance undertakings in the calculation of their technical provisions with reference to the end of March 2015.

In addition there is a list of answers to frequently asked questions.

Full information


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