The European Insurance and Occupational Pensions Authority (EIOPA) has published technical information on the relevant risk-free interest rate (RFR) term structures with reference to the end of February 2025. The RFR information was calculated on the basis of EIOPA’s Technical Documentation and is intended for use in calculating technical provisions for (re)insurance obligations under Solvency II. The publication is available via EIOPA’s RFR dedicated website section, which also hosts the 2025 release calendar, RFR Technical Documentation, RFR coding and related FAQs.
European Insurance and Occupational Pensions Authority 2025-03-05
European Insurance and Occupational Pensions Authority publishes end-February 2025 risk-free interest rate term structures for Solvency II technical provisions
The European Insurance and Occupational Pensions Authority (EIOPA) released technical information on risk-free interest rate term structures as of February 2025. This data, based on EIOPA's Technical Documentation, supports the calculation of technical provisions for (re)insurance obligations under Solvency II. The information is accessible on EIOPA's dedicated RFR website section.