The European Insurance and Occupational Pensions Authority (EIOPA) has published technical information on the relevant risk-free interest rate term structures, referencing the end of January 2025, for use in calculating technical provisions for (re)insurance obligations under Solvency II. The risk-free rate information was calculated based on the RFR Technical Documentation. EIOPA made the full set of documents available via its dedicated RFR web section, which also includes the 2025 release calendar, RFR coding and FAQs, supporting consistent calculation of technical provisions across Europe.
European Insurance and Occupational Pensions Authority 2025-02-05
European Insurance and Occupational Pensions Authority publishes end-January 2025 risk-free interest rate term structures for Solvency II valuations
The European Insurance and Occupational Pensions Authority (EIOPA) released technical information on risk-free interest rate term structures as of January 2025 for Solvency II calculations. This data, based on the RFR Technical Documentation, is available on EIOPA's RFR web section, ensuring consistent technical provisions calculation across Europe.