The European Insurance and Occupational Pensions Authority has published updated technical documentation for the methodology used to derive EIOPA’s risk-free interest rate term structures, with revisions driven by the 2025 Deep, Liquid and Transparent Assessment and by Bulgaria’s adoption of the euro from 1 January 2026. All changes will become effective from January 2026 onwards. The updated technical documentation is available in the ‘Risk-free interest rate term structures’ section of EIOPA’s website under Background Material.
European Insurance and Occupational Pensions Authority 2025-10-16
European Insurance and Occupational Pensions Authority updates risk-free interest rate term structure methodology for January 2026, reflecting DLT Assessment 2025 and Bulgaria’s euro adoption
The European Insurance and Occupational Pensions Authority has released updated technical documentation for deriving its risk-free interest rate term structures. Revisions are influenced by the 2025 Deep, Liquid and Transparent Assessment and Bulgaria's euro adoption from January 2026. Changes take effect from January 2026.