EIOPA: updated technical methodology documentation for RFR term structures for Solvency II

EIOPA has today published an update of the technical documentation of the methodology to derive the risk-free interest rate term structures. The update relates to changes of the financial instruments used to derive the risk-free interest rates to reflect market developments, and is in line with the announcement of 1 July 2016. EIOPA decided not to change the financial instruments to derive the risk-free interest rates for the Swiss franc. EIOPA also updated one of the output files in the end-...
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