Technical documentation of the methodology for deriving the risk-free yield curve
Initiative
Official name
Technical documentation of the methodology to derive EIOPA’s risk-free interest rate term structures
Type
Other
Level 3 / Other
Initiator
EIOPA
Submitted
Doc. code
EIOPA-BoS-22-409
Summary
Status
Status
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Current version
Final version
Next step
Entry into force and application
Entry into force
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Application date
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Scope
Associated initiatives
Level 1
–
Level 2
–
Level 3 / Other
Methodology to derive EIOPA’s risk-free interest rate term structures
(non-binding, EU)
Source: EIOPA, EIOPA-BoS-22-409, 2022