The European Insurance and Occupational Pensions Authority (EIOPA) has published technical information on the risk-free interest rate (RFR) term structures with reference to the end of June 2025, supporting the calculation of technical provisions for (re)insurance obligations under Solvency II. The RFR information has been calculated on the basis of EIOPA’s Technical Documentation and is available via the RFR section of EIOPA’s website, alongside the 2025 release calendar, RFR coding and frequently asked questions. EIOPA publishes RFR term structure information monthly to support consistent technical provision calculations across Europe.
European Insurance and Occupational Pensions Authority 2025-07-03
European Insurance and Occupational Pensions Authority publishes end-June 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 (RFR) term structures as of June 2025, aiding Solvency II calculations for (re)insurance obligations. This monthly publication ensures consistent technical provision calculations across Europe. The data is accessible on EIOPA's website, along with the 2025 release calendar and related resources.